{"text_format":"1","workbook":"xlsx","n_sheets":47,"sheets":["Index","Input Counterparties","Type 1 Exposures","Type 1 Single CP_1","Type 1 Single CP_2","Type 1 Single CP_3","Type 1 Single CP_4","Type 1 Single CP_5","Type 1 Single CP_6","Type 1 Single CP_7","Type 1 Single CP_8","Type 1 Single CP_9","Type 1 Single CP_10","Type 1 Single CP_11","Type 1 Single CP_12","Type 1 Single CP_13","Type 1 Single CP_14","Type 1 Single CP_15","Type 1 Single CP_16","Type 1 Single CP_17","Type 1 Single CP_18","Type 1 Single CP_19","Type 1 Single CP_20","Type 1 Single CP_21","Type 1 Single CP_22","Type 1 Single CP_23","Type 1 Single CP_24","Type 1 Single CP_25","Type 1 Single CP_26","Type 1 Single CP_27","Type 1 Single CP_28","Type 1 Single CP_29","Type 1 Single CP_30","Type 1 Single CP_31","Type 1 Single CP_32","Type 1 Single CP_33","Type 1 Single CP_34","Type 1 Single CP_35","Type 1 Single CP_36","Type 1 Single CP_37","Type 1 Single CP_38","Type 1 Single CP_39","Type 1 Single CP_40","RM Impact","Capital requirement","Mapping","Data"],"not_rendered":{"charts":0,"images":0,"macros":1,"external_links":0,"defined_names":120,"comments":0,"pivot_tables":0},"unopened":[],"bounds":{"document_bytes":16777216,"sheet_cells":100000,"rows_first":2000,"rows_last":500,"rows_between":2000,"halvings":0,"cell_chars":16384,"cell_head_chars":4096},"cells_cut":0,"cells_raw":0,"read":"whole","date_system":"1900"}

{"sheet":"Index","index":0,"n_rows":31,"n_cols":6,"rows_kept":31,"cut":false,"hidden":false,"merged":[[30,3,30,5],[22,3,22,5],[24,3,24,5],[26,3,26,5],[3,0,3,16383],[5,0,5,16383],[7,0,7,16383],[28,3,28,5]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Index"}]
[]
[]
["Throughout this helper template, 'Regulation' refers to the Insurance (Non-Long-Term Business Valuation and Solvency) Regulations 2021 unless stated otherwise. "]
[]
["Where applicable, the terms used in this form should be taken to have the same meaning as defined in the Regulations."]
[]
["This helper template can be used by a Class 12 insurer to assist with calculating the Counterparty Default Risk SCR."]
[]
["This template should be completed in the insurer's reporting currency.",null,null,null,null,"Key"]
[]
[null,"Version:",1,null,null,"Input Cell"]
[null,"Release Date:","2021-11-19"]
[null,null,null,null,null,"Formula Cell"]
[]
[null,null,null,null,null,"Input into a different workbook"]
[]
[null,null,null,null,null,"           *          \nClick on cell for information"]
[]
[]
[null,"Tab",null,"Content"]
[]
[null,{"$f":"RIGHT(CELL(\"filename\",'Input Counterparties'!$A$1),LEN(CELL(\"filename\",'Input Counterparties'!$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Input Counterparties"},null,"Select whether simplified approach to risk mitigation will be used.  Insert the names of counterparties (up to a maximum of 40 counterparties available). Run the maco button to produce the additional tabs to be completed for each counterparty."]
[]
[null,{"$f":"RIGHT(CELL(\"filename\",'Type 1 Exposures'!$A$1),LEN(CELL(\"filename\",'Type 1 Exposures'!$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Exposures"},null,"Calculates the total Loss Given Default of each counterparty by credit quality step. The counterparties and loss given default will be automatically updated. Enter the credit quality step for each counterparty. Use unrated if the credit rating is unknown."]
[]
[null,{"$f":"RIGHT(CELL(\"filename\",'Type 1 Single CP_1'!$A$1),LEN(CELL(\"filename\",'Type 1 Single CP_1'!$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_1"},null,"Calculates the loss given default for Type 1 exposures to a single counterparty. The macro will automatically generate the correct number of Type 1 Single CP_X worksheets from the number of counterparties entered in the 'Input Counterparties' tab. Do not change the name of the tab."]
[]
[null,{"$f":"RIGHT(CELL(\"filename\",'RM Impact'!$A$1),LEN(CELL(\"filename\",'RM Impact'!$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"RM Impact"},null,"Calculates the risk mitigating effect on risk mitigation contracts. "]
[]
[null,{"$f":"RIGHT(CELL(\"filename\",'Capital requirement'!$A$1),LEN(CELL(\"filename\",'Capital requirement'!$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Capital requirement"},null,"Calculates the counterparty default charge for Type 1 and Type 2 exposures and aggregates together to determine the total counterparty default charge. Enter the inputs required for Type 2 exposures."]

{"sheet":"Input Counterparties","index":1,"n_rows":54,"n_cols":10,"rows_kept":54,"cut":false,"hidden":false,"merged":[[6,1,10,6],[9,9,11,11],[5,1,5,17]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Input Counterparties"}]
[]
[]
[]
[null,"This tab should be completed for Type 1 single counterparty exposures only. Type 2 single counterparty exposures are included in the Capital Requirement tab. Please refer to the regulations for the definition of single counterparty."]
[null,"Type 1 exposures include (but are not limited to): reinsurance arrangements, derivatives (other than credit derivatives included in the spread risk SCR), loans made to group entities, cash at bank, deposits with a ceding insurer, commitments that have been called up but are unpaid and investments in group entites other than group loans (i.e. discount notes). Please refer to the regulations for the full list of Type 1 exposures. "]
[null,"Please enter counterparty name in column C and select \"yes\" in column E. For example if there are only two counterparties then select \"yes\" in E15 and E16 and \"No\" for the remaining cells."]
[]
[]
[null,null,null,null,null,null,null,null,null,"Please run the macro below whenever changes have been made to this worksheet"]
[]
[]
[]
[null,null,"Type 1 Exposure Counterparty Name",null,"Add Tab? "]
[null,null,"Counterparty 1",null,"No"]
[null,null,"Counterparty 2",null,"No"]
[null,null,"Counterparty 3",null,"No"]
[null,null,"Counterparty 4",null,"No"]
[null,null,"Counterparty 5",null,"No"]
[null,null,"Counterparty 6",null,"No"]
[null,null,"Counterparty 7",null,"No"]
[null,null,"Counterparty 8",null,"No"]
[null,null,"Counterparty 9",null,"No"]
[null,null,"Counterparty 10",null,"No"]
[null,null,"Counterparty 11",null,"No"]
[null,null,"Counterparty 12",null,"No"]
[null,null,"Counterparty 13",null,"No"]
[null,null,"Counterparty 14",null,"No"]
[null,null,"Counterparty 15",null,"No"]
[null,null,"Counterparty 16",null,"No"]
[null,null,"Counterparty 17",null,"No"]
[null,null,"Counterparty 18",null,"No"]
[null,null,"Counterparty 19",null,"No"]
[null,null,"Counterparty 20",null,"No"]
[null,null,"Counterparty 21",null,"No"]
[null,null,"Counterparty 22",null,"No"]
[null,null,"Counterparty 23",null,"No"]
[null,null,"Counterparty 24",null,"No"]
[null,null,"Counterparty 25",null,"No"]
[null,null,"Counterparty 26",null,"No"]
[null,null,"Counterparty 27",null,"No"]
[null,null,"Counterparty 28",null,"No"]
[null,null,"Counterparty 29",null,"No"]
[null,null,"Counterparty 30",null,"No"]
[null,null,"Counterparty 31",null,"No"]
[null,null,"Counterparty 32",null,"No"]
[null,null,"Counterparty 33",null,"No"]
[null,null,"Counterparty 34",null,"No"]
[null,null,"Counterparty 35",null,"No"]
[null,null,"Counterparty 36",null,"No"]
[null,null,"Counterparty 37",null,"No"]
[null,null,"Counterparty 38",null,"No"]
[null,null,"Counterparty 39",null,"No"]
[null,null,"Counterparty 40",null,"No"]

{"sheet":"Type 1 Exposures","index":2,"n_rows":68,"n_cols":9,"rows_kept":68,"cut":false,"hidden":false,"merged":[[22,6,22,12],[22,3,22,4],[17,6,17,12],[18,6,18,12],[19,6,19,12],[20,6,20,12],[21,6,21,12],[17,3,17,4],[19,3,19,4],[20,3,20,4],[21,3,21,4]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Exposures"}]
[]
[]
[]
[null,null,"Credit Quality Step",null,"Total loss given default ('000)",null,"Total loss given default2 ('000)"]
[]
[null,null,0,null,{"$f":"SUMIF($E$29:$E$68,$C7,$G$29:$G$68)","v":0},null,{"$f":"SUMIF($E$29:$E$68,$C7,$I$29:$I$68)","v":0}]
[null,null,1,null,{"$f":"SUMIF($E$29:$E$68,$C8,$G$29:$G$68)","v":0},null,0]
[null,null,2,null,0,null,0]
[null,null,3,null,0,null,0]
[null,null,4,null,0,null,0]
[null,null,5,null,0,null,0]
[null,null,6,null,0,null,0]
[null,null,"IOM Bank",null,0,null,0]
[]
[]
[]
[null,null,"Column Name","Column",null,null,"Description"]
[]
[null,null,"Counterparty Name","C",null,null,"Name of counterparty exposure."]
[null,null,"Credit Quality Step","E",null,null,"Can take values 0, 1, 2, 3, 4, 5, 6, and Isle of Man ('IOM') Bank. Please refer to the regulations for the definition of an Isle of Man bank and how to determine the credit quailty step for a single counterparty."]
[null,null,"Total LGD","G",null,null,"No input required."]
[null,null,"LGD^2","I",null,null,"No input required."]
[]
[]
[]
[null,null,"Counterparty Name ",null,"Credit Quality Step",null,"Total loss given default ('000)",null,"Loss given default2 ('000)"]
[]
[null,null,{"$f":"IF('Input Counterparties'!E15=\"Yes\",Counterparty_1,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_1'!$AC$34","v":0},null,{"$f":"IF(G29=\"\",\"\",G29^2)","v":0}]
[null,null,{"$f":"IF('Input Counterparties'!E16=\"Yes\",Counterparty_2,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_2'!$AC$34","v":0},null,{"$f":"IF(G30=\"\",\"\",G30^2)","v":0}]
[null,null,{"$f":"IF('Input Counterparties'!E17=\"Yes\",Counterparty_3,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_3'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E18=\"Yes\",Counterparty_4,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_4'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E19=\"Yes\",Counterparty_5,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_5'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E20=\"Yes\",Counterparty_6,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_6'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E21=\"Yes\",Counterparty_7,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_7'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E22=\"Yes\",Counterparty_8,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_8'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E23=\"Yes\",Counterparty_9,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_9'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E24=\"Yes\",Counterparty_10,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_10'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E25=\"Yes\",Counterparty_11,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_11'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E26=\"Yes\",Counterparty_12,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_12'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E27=\"Yes\",Counterparty_13,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_13'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E28=\"Yes\",Counterparty_14,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_14'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E29=\"Yes\",Counterparty_15,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_15'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E30=\"Yes\",Counterparty_16,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_16'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E31=\"Yes\",Counterparty_17,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_17'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E32=\"Yes\",Counterparty_18,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_18'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E33=\"Yes\",Counterparty_19,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_19'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E34=\"Yes\",Counterparty_20,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_20'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E35=\"Yes\",Counterparty_21,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_21'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E36=\"Yes\",Counterparty_22,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_22'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E37=\"Yes\",Counterparty_23,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_23'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E38=\"Yes\",Counterparty_24,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_24'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E39=\"Yes\",Counterparty_25,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_25'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E40=\"Yes\",Counterparty_26,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_26'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E41=\"Yes\",Counterparty_27,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_27'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E42=\"Yes\",Counterparty_28,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_28'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E43=\"Yes\",Counterparty_29,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_29'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E44=\"Yes\",Counterparty_30,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_30'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E45=\"Yes\",Counterparty_31,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_31'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E46=\"Yes\",Counterparty_32,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_32'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E47=\"Yes\",Counterparty_33,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_33'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E48=\"Yes\",Counterparty_34,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_34'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E49=\"Yes\",Counterparty_35,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_35'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E50=\"Yes\",Counterparty_36,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_36'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E51=\"Yes\",Counterparty_37,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_37'!$AC$34","v":0},null,{"$f":"IF(G65=\"\",\"\",G65^2)","v":0}]
[null,null,{"$f":"IF('Input Counterparties'!E52=\"Yes\",Counterparty_38,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_38'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E53=\"Yes\",Counterparty_39,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_39'!$AC$34","v":0},null,0]
[null,null,{"$f":"IF('Input Counterparties'!E54=\"Yes\",Counterparty_40,\"\")","v":""},null,null,null,{"$f":"'Type 1 Single CP_40'!$AC$34","v":0},null,0]

{"sheet":"Type 1 Single CP_1","index":3,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[4,4,4,8],[19,7,19,24],[8,7,8,25],[21,7,21,25],[17,7,17,25],[11,4,11,5],[18,4,18,5],[19,4,19,5],[20,4,20,5],[21,4,21,5],[16,4,16,5],[17,4,17,5],[8,4,8,5],[10,4,10,5],[24,7,24,24],[20,7,20,24],[22,4,22,5],[26,4,26,5],[27,4,27,5],[23,4,23,5],[24,4,24,5],[25,4,25,5]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_1"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_1","v":"Counterparty 1"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivatives (other than credit derivatives covered in the spread risk SCR)"]
[null,null,null,null,null,null,null,"Mortgage"]
[null,null,null,null,null,null,null,"Other (including cash at bank, loans to related parties and short term debt obligations issued by related parties etc.)"]
[null,null,"Reinsurance recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract plus any other debtors arising out of the reinsurance arrangement."]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet, and \"N\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Derivative market value",null,"K",null,null,"Input market value of derivative."]
[null,null,"Risk Mitigating (\"RM\") Impact",null,"M",null,null,"Input the risk mitigating effect of the reinsurance contract. This may be calculated using tab \"RM - Impact\" tab. This cannot be zero when there is a reinsurance exposure."]
[null,null,"Offset",null,"O",null,null,"Enter the risk adjusted value of the collateral or reinsurance recoverable due where insurer is not obliged to meet an obligation in the event of default (e.g, if there is a legally effective pay-as-paid clause in place)."]
[null,null,"Offset accounted for?",null,"Q",null,null,"Select \"N\" if the offset relates to the insurer not being obliged to meet an obligation in the event of default. If the offset is in relation to collateral enter \"N\" if, in the case of the insolvency of the counterparty, the determination of the insurer's insolvency estate in excess of the collateral does not take into account that the insurer receives collateral, and \"Y\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Mortgage value",null,"S",null,null,"Input value of mortgage loan."]
[null,null,"Risk-adjusted mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage."]
[null,null,"Initial loss given default",null,"W",null,null,"Input the loss given default for the exposure type as specified under the regulations. "]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type ",null,"Reinsurance Recoverable ('000)",null,"RM & >60% tied up?",null,"Derivative Market Value ('000)",null,"RM Impact ('000)",null,"Offset ('000)",null,"Offset accounted for?",null,"Mortgage Value ('000)",null,"Risk Adjusted Mortgage value ('000)",null,"Initial Loss Given Default ('000)",null,"Economic Adjustment Factor",null,"Recovery Rate",null,"Loss Given Default ('000)"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E37=\"Reinsurance / securitisation\",Simplified_RM_1,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E68=\"Reinsurance / securitisation\",Simplified_RM_1,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E68=$H$15,E68=$H$16),\"\",IF($Q68=\"\",\"\",IF(E68=$H$14,IF($Q68=\"N\",100%,90%),IF($Q68=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E100=\"Reinsurance / securitisation\",Simplified_RM_1,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E132=\"Reinsurance / securitisation\",Simplified_RM_1,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E132=$H$15,E132=$H$16),\"\",IF($Q132=\"\",\"\",IF(E132=$H$14,IF($Q132=\"N\",100%,90%),IF($Q132=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"Type 1 Single CP_2","index":4,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24],[20,7,20,24],[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[24,7,24,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_2"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_2","v":"Counterparty 2"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivatives (other than credit derivatives covered in the spread risk SCR)"]
[null,null,null,null,null,null,null,"Mortgage"]
[null,null,null,null,null,null,null,"Other (including cash at bank, loans to related parties and short term debt obligations issued by related parties etc.)"]
[null,null,"Reinsurance recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract plus any other debtors arising out of the reinsurance arrangement."]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet, and \"N\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Derivative market value",null,"K",null,null,"Input market value of derivative."]
[null,null,"Risk Mitigating (\"RM\") Impact",null,"M",null,null,"Input the risk mitigating effect of the reinsurance contract. This may be calculated using tab \"RM - Impact\" tab. This cannot be zero when there is a reinsurance exposure."]
[null,null,"Offset",null,"O",null,null,"Enter the risk adjusted value of the collateral or reinsurance recoverable due where insurer is not obliged to meet an obligation in the event of default (e.g, if there is a legally effective pay-as-paid clause in place)."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if the offset relates to the insurer not being obliged to meet an obligation in the event of default. If the offset is in relation to collateral enter \"N\" if, in the case of the insolvency of the counterparty, the determination of the insurer's insolvency estate in excess of the collateral does not take into account that the insurer receives collateral, and \"Y\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Mortgage value",null,"S",null,null,"Input value of mortgage loan."]
[null,null,"Risk-adjusted mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage."]
[null,null,"Initial loss given default",null,"W",null,null,"Input the loss given default for the exposure type as specified under the regulations. "]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type ",null,"Reinsurance Recoverable ('000)",null,"RM & >60% tied up?",null,"Derivative Market Value ('000)",null,"RM Impact ('000)",null,"Offset ('000)",null,"Offset accounted for?",null,"Mortgage Value ('000)",null,"Risk Adjusted Mortgage value ('000)",null,"Initial Loss Given Default ('000)",null,"Economic Adjustment Factor",null,"Recovery Rate",null,"Loss Given Default ('000)"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E36=\"Reinsurance / securitisation\",Simplified_RM_2,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF($Q37=\"\",\"\",IF(E37=$H$14,IF($Q37=\"N\",100%,90%),IF($Q37=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E68=\"Reinsurance / securitisation\",Simplified_RM_2,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E100=\"Reinsurance / securitisation\",Simplified_RM_2,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E132=\"Reinsurance / securitisation\",Simplified_RM_2,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"Type 1 Single CP_3","index":5,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24],[20,7,20,24],[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[24,7,24,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_3"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_3","v":"Counterparty 3"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivatives (other than credit derivatives covered in the spread risk SCR)"]
[null,null,null,null,null,null,null,"Mortgage"]
[null,null,null,null,null,null,null,"Other (including cash at bank, loans to related parties and short term debt obligations issued by related parties etc.)"]
[null,null,"Reinsurance recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract plus any other debtors arising out of the reinsurance arrangement."]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet, and \"N\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Derivative market value",null,"K",null,null,"Input market value of derivative."]
[null,null,"Risk Mitigating (\"RM\") Impact",null,"M",null,null,"Input the risk mitigating effect of the reinsurance contract. This may be calculated using tab \"RM - Impact\" tab. This cannot be zero when there is a reinsurance exposure."]
[null,null,"Offset",null,"O",null,null,"Enter the risk adjusted value of the collateral or reinsurance recoverable due where insurer is not obliged to meet an obligation in the event of default (e.g, if there is a legally effective pay-as-paid clause in place)."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if the offset relates to the insurer not being obliged to meet an obligation in the event of default. If the offset is in relation to collateral enter \"N\" if, in the case of the insolvency of the counterparty, the determination of the insurer's insolvency estate in excess of the collateral does not take into account that the insurer receives collateral, and \"Y\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Mortgage value",null,"S",null,null,"Input value of mortgage loan."]
[null,null,"Risk-adjusted mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage."]
[null,null,"Initial loss given default",null,"W",null,null,"Input the loss given default for the exposure type as specified under the regulations. "]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type ",null,"Reinsurance Recoverable ('000)",null,"RM & >60% tied up?",null,"Derivative Market Value ('000)",null,"RM Impact ('000)",null,"Offset ('000)",null,"Offset accounted for?",null,"Mortgage Value ('000)",null,"Risk Adjusted Mortgage value ('000)",null,"Initial Loss Given Default ('000)",null,"Economic Adjustment Factor",null,"Recovery Rate",null,"Loss Given Default ('000)"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E36=\"Reinsurance / securitisation\",Simplified_RM_3,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E68=\"Reinsurance / securitisation\",Simplified_RM_3,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E100=\"Reinsurance / securitisation\",Simplified_RM_3,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E132=\"Reinsurance / securitisation\",Simplified_RM_3,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"Type 1 Single CP_4","index":6,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24],[20,7,20,24],[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[24,7,24,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_4"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_4","v":"Counterparty 4"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivatives (other than credit derivatives covered in the spread risk SCR)"]
[null,null,null,null,null,null,null,"Mortgage"]
[null,null,null,null,null,null,null,"Other (including cash at bank, loans to related parties and short term debt obligations issued by related parties etc.)"]
[null,null,"Reinsurance recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract plus any other debtors arising out of the reinsurance arrangement."]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet, and \"N\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Derivative market value",null,"K",null,null,"Input market value of derivative."]
[null,null,"Risk Mitigating (\"RM\") Impact",null,"M",null,null,"Input the risk mitigating effect of the reinsurance contract. This may be calculated using tab \"RM - Impact\" tab. This cannot be zero when there is a reinsurance exposure."]
[null,null,"Offset",null,"O",null,null,"Enter the risk adjusted value of the collateral or reinsurance recoverable due where insurer is not obliged to meet an obligation in the event of default (e.g, if there is a legally effective pay-as-paid clause in place)."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if the offset relates to the insurer not being obliged to meet an obligation in the event of default. If the offset is in relation to collateral enter \"N\" if, in the case of the insolvency of the counterparty, the determination of the insurer's insolvency estate in excess of the collateral does not take into account that the insurer receives collateral, and \"Y\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Mortgage value",null,"S",null,null,"Input value of mortgage loan."]
[null,null,"Risk-adjusted mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage."]
[null,null,"Initial loss given default",null,"W",null,null,"Input the loss given default for the exposure type as specified under the regulations. "]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type ",null,"Reinsurance Recoverable ('000)",null,"RM & >60% tied up?",null,"Derivative Market Value ('000)",null,"RM Impact ('000)",null,"Offset ('000)",null,"Offset accounted for?",null,"Mortgage Value ('000)",null,"Risk Adjusted Mortgage value ('000)",null,"Initial Loss Given Default ('000)",null,"Economic Adjustment Factor",null,"Recovery Rate",null,"Loss Given Default ('000)"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E36=\"Reinsurance / securitisation\",Simplified_RM_4,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E68=\"Reinsurance / securitisation\",Simplified_RM_4,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E100=\"Reinsurance / securitisation\",Simplified_RM_4,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E132=\"Reinsurance / securitisation\",Simplified_RM_4,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"Type 1 Single CP_5","index":7,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24],[20,7,20,24],[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[24,7,24,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_5"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_5","v":"Counterparty 5"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivatives (other than credit derivatives covered in the spread risk SCR)"]
[null,null,null,null,null,null,null,"Mortgage"]
[null,null,null,null,null,null,null,"Other (including cash at bank, loans to related parties and short term debt obligations issued by related parties etc.)"]
[null,null,"Reinsurance recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract plus any other debtors arising out of the reinsurance arrangement."]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet, and \"N\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Derivative market value",null,"K",null,null,"Input market value of derivative."]
[null,null,"Risk Mitigating (\"RM\") Impact",null,"M",null,null,"Input the risk mitigating effect of the reinsurance contract. This may be calculated using tab \"RM - Impact\" tab. This cannot be zero when there is a reinsurance exposure."]
[null,null,"Offset",null,"O",null,null,"Enter the risk adjusted value of the collateral or reinsurance recoverable due where insurer is not obliged to meet an obligation in the event of default (e.g, if there is a legally effective pay-as-paid clause in place)."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if the offset relates to the insurer not being obliged to meet an obligation in the event of default. If the offset is in relation to collateral enter \"N\" if, in the case of the insolvency of the counterparty, the determination of the insurer's insolvency estate in excess of the collateral does not take into account that the insurer receives collateral, and \"Y\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Mortgage value",null,"S",null,null,"Input value of mortgage loan."]
[null,null,"Risk-adjusted mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage."]
[null,null,"Initial loss given default",null,"W",null,null,"Input the loss given default for the exposure type as specified under the regulations. "]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type ",null,"Reinsurance Recoverable ('000)",null,"RM & >60% tied up?",null,"Derivative Market Value ('000)",null,"RM Impact ('000)",null,"Offset ('000)",null,"Offset accounted for?",null,"Mortgage Value ('000)",null,"Risk Adjusted Mortgage value ('000)",null,"Initial Loss Given Default ('000)",null,"Economic Adjustment Factor",null,"Recovery Rate",null,"Loss Given Default ('000)"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E36=\"Reinsurance / securitisation\",Simplified_RM_5,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E68=\"Reinsurance / securitisation\",Simplified_RM_5,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E100=\"Reinsurance / securitisation\",Simplified_RM_5,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E132=\"Reinsurance / securitisation\",Simplified_RM_5,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"Type 1 Single CP_6","index":8,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24],[20,7,20,24],[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[24,7,24,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_6"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_6","v":"Counterparty 6"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivatives (other than credit derivatives covered in the spread risk SCR)"]
[null,null,null,null,null,null,null,"Mortgage"]
[null,null,null,null,null,null,null,"Other (including cash at bank, loans to related parties and short term debt obligations issued by related parties etc.)"]
[null,null,"Reinsurance recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract plus any other debtors arising out of the reinsurance arrangement."]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet, and \"N\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Derivative market value",null,"K",null,null,"Input market value of derivative."]
[null,null,"Risk Mitigating (\"RM\") Impact",null,"M",null,null,"Input the risk mitigating effect of the reinsurance contract. This may be calculated using tab \"RM - Impact\" tab. This cannot be zero when there is a reinsurance exposure."]
[null,null,"Offset",null,"O",null,null,"Enter the risk adjusted value of the collateral or reinsurance recoverable due where insurer is not obliged to meet an obligation in the event of default (e.g, if there is a legally effective pay-as-paid clause in place)."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if the offset relates to the insurer not being obliged to meet an obligation in the event of default. If the offset is in relation to collateral enter \"N\" if, in the case of the insolvency of the counterparty, the determination of the insurer's insolvency estate in excess of the collateral does not take into account that the insurer receives collateral, and \"Y\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Mortgage value",null,"S",null,null,"Input value of mortgage loan."]
[null,null,"Risk-adjusted mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage."]
[null,null,"Initial loss given default",null,"W",null,null,"Input the loss given default for the exposure type as specified under the regulations. "]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type ",null,"Reinsurance Recoverable ('000)",null,"RM & >60% tied up?",null,"Derivative Market Value ('000)",null,"RM Impact ('000)",null,"Offset ('000)",null,"Offset accounted for?",null,"Mortgage Value ('000)",null,"Risk Adjusted Mortgage value ('000)",null,"Initial Loss Given Default ('000)",null,"Economic Adjustment Factor",null,"Recovery Rate",null,"Loss Given Default ('000)"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E36=\"Reinsurance / securitisation\",Simplified_RM_6,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E68=\"Reinsurance / securitisation\",Simplified_RM_6,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E100=\"Reinsurance / securitisation\",Simplified_RM_6,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E132=\"Reinsurance / securitisation\",Simplified_RM_6,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"Type 1 Single CP_7","index":9,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24],[20,7,20,24],[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[24,7,24,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_7"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_7","v":"Counterparty 7"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivatives (other than credit derivatives covered in the spread risk SCR)"]
[null,null,null,null,null,null,null,"Mortgage"]
[null,null,null,null,null,null,null,"Other (including cash at bank, loans to related parties and short term debt obligations issued by related parties etc.)"]
[null,null,"Reinsurance recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract plus any other debtors arising out of the reinsurance arrangement."]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet, and \"N\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Derivative market value",null,"K",null,null,"Input market value of derivative."]
[null,null,"Risk Mitigating (\"RM\") Impact",null,"M",null,null,"Input the risk mitigating effect of the reinsurance contract. This may be calculated using tab \"RM - Impact\" tab. This cannot be zero when there is a reinsurance exposure."]
[null,null,"Offset",null,"O",null,null,"Enter the risk adjusted value of the collateral or reinsurance recoverable due where insurer is not obliged to meet an obligation in the event of default (e.g, if there is a legally effective pay-as-paid clause in place)."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if the offset relates to the insurer not being obliged to meet an obligation in the event of default. If the offset is in relation to collateral enter \"N\" if, in the case of the insolvency of the counterparty, the determination of the insurer's insolvency estate in excess of the collateral does not take into account that the insurer receives collateral, and \"Y\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Mortgage value",null,"S",null,null,"Input value of mortgage loan."]
[null,null,"Risk-adjusted mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage."]
[null,null,"Initial loss given default",null,"W",null,null,"Input the loss given default for the exposure type as specified under the regulations. "]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type ",null,"Reinsurance Recoverable ('000)",null,"RM & >60% tied up?",null,"Derivative Market Value ('000)",null,"RM Impact ('000)",null,"Offset ('000)",null,"Offset accounted for?",null,"Mortgage Value ('000)",null,"Risk Adjusted Mortgage value ('000)",null,"Initial Loss Given Default ('000)",null,"Economic Adjustment Factor",null,"Recovery Rate",null,"Loss Given Default ('000)"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E36=\"Reinsurance / securitisation\",Simplified_RM_7,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E68=\"Reinsurance / securitisation\",Simplified_RM_7,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E100=\"Reinsurance / securitisation\",Simplified_RM_7,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E132=\"Reinsurance / securitisation\",Simplified_RM_7,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"Type 1 Single CP_8","index":10,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24],[20,7,20,24],[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[24,7,24,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_8"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_8","v":"Counterparty 8"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivatives (other than credit derivatives covered in the spread risk SCR)"]
[null,null,null,null,null,null,null,"Mortgage"]
[null,null,null,null,null,null,null,"Other (including cash at bank, loans to related parties and short term debt obligations issued by related parties etc.)"]
[null,null,"Reinsurance recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract plus any other debtors arising out of the reinsurance arrangement."]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet, and \"N\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Derivative market value",null,"K",null,null,"Input market value of derivative."]
[null,null,"Risk Mitigating (\"RM\") Impact",null,"M",null,null,"Input the risk mitigating effect of the reinsurance contract. This may be calculated using tab \"RM - Impact\" tab. This cannot be zero when there is a reinsurance exposure."]
[null,null,"Offset",null,"O",null,null,"Enter the risk adjusted value of the collateral or reinsurance recoverable due where insurer is not obliged to meet an obligation in the event of default (e.g, if there is a legally effective pay-as-paid clause in place)."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if the offset relates to the insurer not being obliged to meet an obligation in the event of default. If the offset is in relation to collateral enter \"N\" if, in the case of the insolvency of the counterparty, the determination of the insurer's insolvency estate in excess of the collateral does not take into account that the insurer receives collateral, and \"Y\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Mortgage value",null,"S",null,null,"Input value of mortgage loan."]
[null,null,"Risk-adjusted mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage."]
[null,null,"Initial loss given default",null,"W",null,null,"Input the loss given default for the exposure type as specified under the regulations. "]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type ",null,"Reinsurance Recoverable ('000)",null,"RM & >60% tied up?",null,"Derivative Market Value ('000)",null,"RM Impact ('000)",null,"Offset ('000)",null,"Offset accounted for?",null,"Mortgage Value ('000)",null,"Risk Adjusted Mortgage value ('000)",null,"Initial Loss Given Default ('000)",null,"Economic Adjustment Factor",null,"Recovery Rate",null,"Loss Given Default ('000)"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E36=\"Reinsurance / securitisation\",Simplified_RM_8,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E68=\"Reinsurance / securitisation\",Simplified_RM_8,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E100=\"Reinsurance / securitisation\",Simplified_RM_8,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E132=\"Reinsurance / securitisation\",Simplified_RM_8,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"Type 1 Single CP_9","index":11,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24],[20,7,20,24],[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[24,7,24,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_9"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_9","v":"Counterparty 9"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivatives (other than credit derivatives covered in the spread risk SCR)"]
[null,null,null,null,null,null,null,"Mortgage"]
[null,null,null,null,null,null,null,"Other (including cash at bank, loans to related parties and short term debt obligations issued by related parties etc.)"]
[null,null,"Reinsurance recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract plus any other debtors arising out of the reinsurance arrangement."]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet, and \"N\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Derivative market value",null,"K",null,null,"Input market value of derivative."]
[null,null,"Risk Mitigating (\"RM\") Impact",null,"M",null,null,"Input the risk mitigating effect of the reinsurance contract. This may be calculated using tab \"RM - Impact\" tab. This cannot be zero when there is a reinsurance exposure."]
[null,null,"Offset",null,"O",null,null,"Enter the risk adjusted value of the collateral or reinsurance recoverable due where insurer is not obliged to meet an obligation in the event of default (e.g, if there is a legally effective pay-as-paid clause in place)."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if the offset relates to the insurer not being obliged to meet an obligation in the event of default. If the offset is in relation to collateral enter \"N\" if, in the case of the insolvency of the counterparty, the determination of the insurer's insolvency estate in excess of the collateral does not take into account that the insurer receives collateral, and \"Y\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Mortgage value",null,"S",null,null,"Input value of mortgage loan."]
[null,null,"Risk-adjusted mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage."]
[null,null,"Initial loss given default",null,"W",null,null,"Input the loss given default for the exposure type as specified under the regulations. "]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type ",null,"Reinsurance Recoverable ('000)",null,"RM & >60% tied up?",null,"Derivative Market Value ('000)",null,"RM Impact ('000)",null,"Offset ('000)",null,"Offset accounted for?",null,"Mortgage Value ('000)",null,"Risk Adjusted Mortgage value ('000)",null,"Initial Loss Given Default ('000)",null,"Economic Adjustment Factor",null,"Recovery Rate",null,"Loss Given Default ('000)"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E36=\"Reinsurance / securitisation\",Simplified_RM_9,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E68=\"Reinsurance / securitisation\",Simplified_RM_9,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E100=\"Reinsurance / securitisation\",Simplified_RM_9,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E132=\"Reinsurance / securitisation\",Simplified_RM_9,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"Type 1 Single CP_10","index":12,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24],[20,7,20,24],[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[24,7,24,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_10"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_10","v":"Counterparty 10"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivatives (other than credit derivatives covered in the spread risk SCR)"]
[null,null,null,null,null,null,null,"Mortgage"]
[null,null,null,null,null,null,null,"Other (including cash at bank, loans to related parties and short term debt obligations issued by related parties etc.)"]
[null,null,"Reinsurance recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract plus any other debtors arising out of the reinsurance arrangement."]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet, and \"N\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Derivative market value",null,"K",null,null,"Input market value of derivative."]
[null,null,"Risk Mitigating (\"RM\") Impact",null,"M",null,null,"Input the risk mitigating effect of the reinsurance contract. This may be calculated using tab \"RM - Impact\" tab. This cannot be zero when there is a reinsurance exposure."]
[null,null,"Offset",null,"O",null,null,"Enter the risk adjusted value of the collateral or reinsurance recoverable due where insurer is not obliged to meet an obligation in the event of default (e.g, if there is a legally effective pay-as-paid clause in place)."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if the offset relates to the insurer not being obliged to meet an obligation in the event of default. If the offset is in relation to collateral enter \"N\" if, in the case of the insolvency of the counterparty, the determination of the insurer's insolvency estate in excess of the collateral does not take into account that the insurer receives collateral, and \"Y\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Mortgage value",null,"S",null,null,"Input value of mortgage loan."]
[null,null,"Risk-adjusted mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage."]
[null,null,"Initial loss given default",null,"W",null,null,"Input the loss given default for the exposure type as specified under the regulations. "]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type ",null,"Reinsurance Recoverable ('000)",null,"RM & >60% tied up?",null,"Derivative Market Value ('000)",null,"RM Impact ('000)",null,"Offset ('000)",null,"Offset accounted for?",null,"Mortgage Value ('000)",null,"Risk Adjusted Mortgage value ('000)",null,"Initial Loss Given Default ('000)",null,"Economic Adjustment Factor",null,"Recovery Rate",null,"Loss Given Default ('000)"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E36=\"Reinsurance / securitisation\",Simplified_RM_10,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E68=\"Reinsurance / securitisation\",Simplified_RM_10,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E100=\"Reinsurance / securitisation\",Simplified_RM_10,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E132=\"Reinsurance / securitisation\",Simplified_RM_10,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"Type 1 Single CP_11","index":13,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[24,7,24,24],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24],[20,7,20,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_11"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_11","v":"Counterparty 11"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivatives (other than credit derivatives covered in the spread risk SCR)"]
[null,null,null,null,null,null,null,"Mortgage"]
[null,null,null,null,null,null,null,"Other (including cash at bank, loans to related parties and short term debt obligations issued by related parties etc.)"]
[null,null,"Reinsurance recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract plus any other debtors arising out of the reinsurance arrangement."]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet, and \"N\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Derivative market value",null,"K",null,null,"Input market value of derivative."]
[null,null,"Risk Mitigating (\"RM\") Impact",null,"M",null,null,"Input the risk mitigating effect of the reinsurance contract. This may be calculated using tab \"RM - Impact\" tab. This cannot be zero when there is a reinsurance exposure."]
[null,null,"Offset",null,"O",null,null,"Enter the risk adjusted value of the collateral or reinsurance recoverable due where insurer is not obliged to meet an obligation in the event of default (e.g, if there is a legally effective pay-as-paid clause in place)."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if the offset relates to the insurer not being obliged to meet an obligation in the event of default. If the offset is in relation to collateral enter \"N\" if, in the case of the insolvency of the counterparty, the determination of the insurer's insolvency estate in excess of the collateral does not take into account that the insurer receives collateral, and \"Y\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Mortgage value",null,"S",null,null,"Input value of mortgage loan."]
[null,null,"Risk-adjusted mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage."]
[null,null,"Initial loss given default",null,"W",null,null,"Input the loss given default for the exposure type as specified under the regulations. "]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type ",null,"Reinsurance Recoverable ('000)",null,"RM & >60% tied up?",null,"Derivative Market Value ('000)",null,"RM Impact ('000)",null,"Offset ('000)",null,"Offset accounted for?",null,"Mortgage Value ('000)",null,"Risk Adjusted Mortgage value ('000)",null,"Initial Loss Given Default ('000)",null,"Economic Adjustment Factor",null,"Recovery Rate",null,"Loss Given Default ('000)"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E36=\"Reinsurance / securitisation\",Simplified_RM_11,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E68=\"Reinsurance / securitisation\",Simplified_RM_11,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E100=\"Reinsurance / securitisation\",Simplified_RM_11,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E132=\"Reinsurance / securitisation\",Simplified_RM_11,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"Type 1 Single CP_12","index":14,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[24,7,24,24],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24],[20,7,20,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_12"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_12","v":"Counterparty 12"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivatives (other than credit derivatives covered in the spread risk SCR)"]
[null,null,null,null,null,null,null,"Mortgage"]
[null,null,null,null,null,null,null,"Other (including cash at bank, loans to related parties and short term debt obligations issued by related parties etc.)"]
[null,null,"Reinsurance recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract plus any other debtors arising out of the reinsurance arrangement."]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet, and \"N\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Derivative market value",null,"K",null,null,"Input market value of derivative."]
[null,null,"Risk Mitigating (\"RM\") Impact",null,"M",null,null,"Input the risk mitigating effect of the reinsurance contract. This may be calculated using tab \"RM - Impact\" tab. This cannot be zero when there is a reinsurance exposure."]
[null,null,"Offset",null,"O",null,null,"Enter the risk adjusted value of the collateral or reinsurance recoverable due where insurer is not obliged to meet an obligation in the event of default (e.g, if there is a legally effective pay-as-paid clause in place)."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if the offset relates to the insurer not being obliged to meet an obligation in the event of default. If the offset is in relation to collateral enter \"N\" if, in the case of the insolvency of the counterparty, the determination of the insurer's insolvency estate in excess of the collateral does not take into account that the insurer receives collateral, and \"Y\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Mortgage value",null,"S",null,null,"Input value of mortgage loan."]
[null,null,"Risk-adjusted mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage."]
[null,null,"Initial loss given default",null,"W",null,null,"Input the loss given default for the exposure type as specified under the regulations. "]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type ",null,"Reinsurance Recoverable ('000)",null,"RM & >60% tied up?",null,"Derivative Market Value ('000)",null,"RM Impact ('000)",null,"Offset ('000)",null,"Offset accounted for?",null,"Mortgage Value ('000)",null,"Risk Adjusted Mortgage value ('000)",null,"Initial Loss Given Default ('000)",null,"Economic Adjustment Factor",null,"Recovery Rate",null,"Loss Given Default ('000)"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E36=\"Reinsurance / securitisation\",Simplified_RM_12,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E68=\"Reinsurance / securitisation\",Simplified_RM_12,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E100=\"Reinsurance / securitisation\",Simplified_RM_12,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E132=\"Reinsurance / securitisation\",Simplified_RM_12,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"Type 1 Single CP_13","index":15,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[24,7,24,24],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24],[20,7,20,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_13"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_13","v":"Counterparty 13"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivatives (other than credit derivatives covered in the spread risk SCR)"]
[null,null,null,null,null,null,null,"Mortgage"]
[null,null,null,null,null,null,null,"Other (including cash at bank, loans to related parties and short term debt obligations issued by related parties etc.)"]
[null,null,"Reinsurance recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract plus any other debtors arising out of the reinsurance arrangement."]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet, and \"N\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Derivative market value",null,"K",null,null,"Input market value of derivative."]
[null,null,"Risk Mitigating (\"RM\") Impact",null,"M",null,null,"Input the risk mitigating effect of the reinsurance contract. This may be calculated using tab \"RM - Impact\" tab. This cannot be zero when there is a reinsurance exposure."]
[null,null,"Offset",null,"O",null,null,"Enter the risk adjusted value of the collateral or reinsurance recoverable due where insurer is not obliged to meet an obligation in the event of default (e.g, if there is a legally effective pay-as-paid clause in place)."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if the offset relates to the insurer not being obliged to meet an obligation in the event of default. If the offset is in relation to collateral enter \"N\" if, in the case of the insolvency of the counterparty, the determination of the insurer's insolvency estate in excess of the collateral does not take into account that the insurer receives collateral, and \"Y\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Mortgage value",null,"S",null,null,"Input value of mortgage loan."]
[null,null,"Risk-adjusted mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage."]
[null,null,"Initial loss given default",null,"W",null,null,"Input the loss given default for the exposure type as specified under the regulations. "]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type ",null,"Reinsurance Recoverable ('000)",null,"RM & >60% tied up?",null,"Derivative Market Value ('000)",null,"RM Impact ('000)",null,"Offset ('000)",null,"Offset accounted for?",null,"Mortgage Value ('000)",null,"Risk Adjusted Mortgage value ('000)",null,"Initial Loss Given Default ('000)",null,"Economic Adjustment Factor",null,"Recovery Rate",null,"Loss Given Default ('000)"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E36=\"Reinsurance / securitisation\",Simplified_RM_13,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E68=\"Reinsurance / securitisation\",Simplified_RM_13,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E100=\"Reinsurance / securitisation\",Simplified_RM_13,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E132=\"Reinsurance / securitisation\",Simplified_RM_13,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"Type 1 Single CP_14","index":16,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[24,7,24,24],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24],[20,7,20,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_14"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_14","v":"Counterparty 14"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivatives (other than credit derivatives covered in the spread risk SCR)"]
[null,null,null,null,null,null,null,"Mortgage"]
[null,null,null,null,null,null,null,"Other (including cash at bank, loans to related parties and short term debt obligations issued by related parties etc.)"]
[null,null,"Reinsurance recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract plus any other debtors arising out of the reinsurance arrangement."]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet, and \"N\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Derivative market value",null,"K",null,null,"Input market value of derivative."]
[null,null,"Risk Mitigating (\"RM\") Impact",null,"M",null,null,"Input the risk mitigating effect of the reinsurance contract. This may be calculated using tab \"RM - Impact\" tab. This cannot be zero when there is a reinsurance exposure."]
[null,null,"Offset",null,"O",null,null,"Enter the risk adjusted value of the collateral or reinsurance recoverable due where insurer is not obliged to meet an obligation in the event of default (e.g, if there is a legally effective pay-as-paid clause in place)."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if the offset relates to the insurer not being obliged to meet an obligation in the event of default. If the offset is in relation to collateral enter \"N\" if, in the case of the insolvency of the counterparty, the determination of the insurer's insolvency estate in excess of the collateral does not take into account that the insurer receives collateral, and \"Y\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Mortgage value",null,"S",null,null,"Input value of mortgage loan."]
[null,null,"Risk-adjusted mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage."]
[null,null,"Initial loss given default",null,"W",null,null,"Input the loss given default for the exposure type as specified under the regulations. "]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type ",null,"Reinsurance Recoverable ('000)",null,"RM & >60% tied up?",null,"Derivative Market Value ('000)",null,"RM Impact ('000)",null,"Offset ('000)",null,"Offset accounted for?",null,"Mortgage Value ('000)",null,"Risk Adjusted Mortgage value ('000)",null,"Initial Loss Given Default ('000)",null,"Economic Adjustment Factor",null,"Recovery Rate",null,"Loss Given Default ('000)"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E36=\"Reinsurance / securitisation\",Simplified_RM_14,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E68=\"Reinsurance / securitisation\",Simplified_RM_14,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E100=\"Reinsurance / securitisation\",Simplified_RM_14,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E132=\"Reinsurance / securitisation\",Simplified_RM_14,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"Type 1 Single CP_15","index":17,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[24,7,24,24],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24],[20,7,20,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_15"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_15","v":"Counterparty 15"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivatives (other than credit derivatives covered in the spread risk SCR)"]
[null,null,null,null,null,null,null,"Mortgage"]
[null,null,null,null,null,null,null,"Other (including cash at bank, loans to related parties and short term debt obligations issued by related parties etc.)"]
[null,null,"Reinsurance recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract plus any other debtors arising out of the reinsurance arrangement."]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet, and \"N\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Derivative market value",null,"K",null,null,"Input market value of derivative."]
[null,null,"Risk Mitigating (\"RM\") Impact",null,"M",null,null,"Input the risk mitigating effect of the reinsurance contract. This may be calculated using tab \"RM - Impact\" tab. This cannot be zero when there is a reinsurance exposure."]
[null,null,"Offset",null,"O",null,null,"Enter the risk adjusted value of the collateral or reinsurance recoverable due where insurer is not obliged to meet an obligation in the event of default (e.g, if there is a legally effective pay-as-paid clause in place)."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if the offset relates to the insurer not being obliged to meet an obligation in the event of default. If the offset is in relation to collateral enter \"N\" if, in the case of the insolvency of the counterparty, the determination of the insurer's insolvency estate in excess of the collateral does not take into account that the insurer receives collateral, and \"Y\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Mortgage value",null,"S",null,null,"Input value of mortgage loan."]
[null,null,"Risk-adjusted mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage."]
[null,null,"Initial loss given default",null,"W",null,null,"Input the loss given default for the exposure type as specified under the regulations. "]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type ",null,"Reinsurance Recoverable ('000)",null,"RM & >60% tied up?",null,"Derivative Market Value ('000)",null,"RM Impact ('000)",null,"Offset ('000)",null,"Offset accounted for?",null,"Mortgage Value ('000)",null,"Risk Adjusted Mortgage value ('000)",null,"Initial Loss Given Default ('000)",null,"Economic Adjustment Factor",null,"Recovery Rate",null,"Loss Given Default ('000)"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E36=\"Reinsurance / securitisation\",Simplified_RM_15,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E68=\"Reinsurance / securitisation\",Simplified_RM_15,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E100=\"Reinsurance / securitisation\",Simplified_RM_15,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E132=\"Reinsurance / securitisation\",Simplified_RM_15,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"Type 1 Single CP_16","index":18,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[24,7,24,24],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24],[20,7,20,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_16"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_16","v":"Counterparty 16"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivatives (other than credit derivatives covered in the spread risk SCR)"]
[null,null,null,null,null,null,null,"Mortgage"]
[null,null,null,null,null,null,null,"Other (including cash at bank, loans to related parties and short term debt obligations issued by related parties etc.)"]
[null,null,"Reinsurance recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract plus any other debtors arising out of the reinsurance arrangement."]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet, and \"N\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Derivative market value",null,"K",null,null,"Input market value of derivative."]
[null,null,"Risk Mitigating (\"RM\") Impact",null,"M",null,null,"Input the risk mitigating effect of the reinsurance contract. This may be calculated using tab \"RM - Impact\" tab. This cannot be zero when there is a reinsurance exposure."]
[null,null,"Offset",null,"O",null,null,"Enter the risk adjusted value of the collateral or reinsurance recoverable due where insurer is not obliged to meet an obligation in the event of default (e.g, if there is a legally effective pay-as-paid clause in place)."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if the offset relates to the insurer not being obliged to meet an obligation in the event of default. If the offset is in relation to collateral enter \"N\" if, in the case of the insolvency of the counterparty, the determination of the insurer's insolvency estate in excess of the collateral does not take into account that the insurer receives collateral, and \"Y\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Mortgage value",null,"S",null,null,"Input value of mortgage loan."]
[null,null,"Risk-adjusted mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage."]
[null,null,"Initial loss given default",null,"W",null,null,"Input the loss given default for the exposure type as specified under the regulations. "]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type ",null,"Reinsurance Recoverable ('000)",null,"RM & >60% tied up?",null,"Derivative Market Value ('000)",null,"RM Impact ('000)",null,"Offset ('000)",null,"Offset accounted for?",null,"Mortgage Value ('000)",null,"Risk Adjusted Mortgage value ('000)",null,"Initial Loss Given Default ('000)",null,"Economic Adjustment Factor",null,"Recovery Rate",null,"Loss Given Default ('000)"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E36=\"Reinsurance / securitisation\",Simplified_RM_16,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E68=\"Reinsurance / securitisation\",Simplified_RM_16,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E100=\"Reinsurance / securitisation\",Simplified_RM_16,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E132=\"Reinsurance / securitisation\",Simplified_RM_16,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"Type 1 Single CP_17","index":19,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[24,7,24,24],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24],[20,7,20,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_17"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_17","v":"Counterparty 17"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivatives (other than credit derivatives covered in the spread risk SCR)"]
[null,null,null,null,null,null,null,"Mortgage"]
[null,null,null,null,null,null,null,"Other (including cash at bank, loans to related parties and short term debt obligations issued by related parties etc.)"]
[null,null,"Reinsurance recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract plus any other debtors arising out of the reinsurance arrangement."]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet, and \"N\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Derivative market value",null,"K",null,null,"Input market value of derivative."]
[null,null,"Risk Mitigating (\"RM\") Impact",null,"M",null,null,"Input the risk mitigating effect of the reinsurance contract. This may be calculated using tab \"RM - Impact\" tab. This cannot be zero when there is a reinsurance exposure."]
[null,null,"Offset",null,"O",null,null,"Enter the risk adjusted value of the collateral or reinsurance recoverable due where insurer is not obliged to meet an obligation in the event of default (e.g, if there is a legally effective pay-as-paid clause in place)."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if the offset relates to the insurer not being obliged to meet an obligation in the event of default. If the offset is in relation to collateral enter \"N\" if, in the case of the insolvency of the counterparty, the determination of the insurer's insolvency estate in excess of the collateral does not take into account that the insurer receives collateral, and \"Y\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Mortgage value",null,"S",null,null,"Input value of mortgage loan."]
[null,null,"Risk-adjusted mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage."]
[null,null,"Initial loss given default",null,"W",null,null,"Input the loss given default for the exposure type as specified under the regulations. "]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type ",null,"Reinsurance Recoverable ('000)",null,"RM & >60% tied up?",null,"Derivative Market Value ('000)",null,"RM Impact ('000)",null,"Offset ('000)",null,"Offset accounted for?",null,"Mortgage Value ('000)",null,"Risk Adjusted Mortgage value ('000)",null,"Initial Loss Given Default ('000)",null,"Economic Adjustment Factor",null,"Recovery Rate",null,"Loss Given Default ('000)"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E36=\"Reinsurance / securitisation\",Simplified_RM_17,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E68=\"Reinsurance / securitisation\",Simplified_RM_17,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E100=\"Reinsurance / securitisation\",Simplified_RM_17,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E132=\"Reinsurance / securitisation\",Simplified_RM_17,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"Type 1 Single CP_18","index":20,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[24,7,24,24],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24],[20,7,20,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_18"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_18","v":"Counterparty 18"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivatives (other than credit derivatives covered in the spread risk SCR)"]
[null,null,null,null,null,null,null,"Mortgage"]
[null,null,null,null,null,null,null,"Other (including cash at bank, loans to related parties and short term debt obligations issued by related parties etc.)"]
[null,null,"Reinsurance recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract plus any other debtors arising out of the reinsurance arrangement."]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet, and \"N\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Derivative market value",null,"K",null,null,"Input market value of derivative."]
[null,null,"Risk Mitigating (\"RM\") Impact",null,"M",null,null,"Input the risk mitigating effect of the reinsurance contract. This may be calculated using tab \"RM - Impact\" tab. This cannot be zero when there is a reinsurance exposure."]
[null,null,"Offset",null,"O",null,null,"Enter the risk adjusted value of the collateral or reinsurance recoverable due where insurer is not obliged to meet an obligation in the event of default (e.g, if there is a legally effective pay-as-paid clause in place)."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if the offset relates to the insurer not being obliged to meet an obligation in the event of default. If the offset is in relation to collateral enter \"N\" if, in the case of the insolvency of the counterparty, the determination of the insurer's insolvency estate in excess of the collateral does not take into account that the insurer receives collateral, and \"Y\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Mortgage value",null,"S",null,null,"Input value of mortgage loan."]
[null,null,"Risk-adjusted mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage."]
[null,null,"Initial loss given default",null,"W",null,null,"Input the loss given default for the exposure type as specified under the regulations. "]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type ",null,"Reinsurance Recoverable ('000)",null,"RM & >60% tied up?",null,"Derivative Market Value ('000)",null,"RM Impact ('000)",null,"Offset ('000)",null,"Offset accounted for?",null,"Mortgage Value ('000)",null,"Risk Adjusted Mortgage value ('000)",null,"Initial Loss Given Default ('000)",null,"Economic Adjustment Factor",null,"Recovery Rate",null,"Loss Given Default ('000)"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E36=\"Reinsurance / securitisation\",Simplified_RM_18,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E68=\"Reinsurance / securitisation\",Simplified_RM_18,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E100=\"Reinsurance / securitisation\",Simplified_RM_18,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E132=\"Reinsurance / securitisation\",Simplified_RM_18,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"Type 1 Single CP_19","index":21,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[24,7,24,24],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24],[20,7,20,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_19"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_19","v":"Counterparty 19"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivatives (other than credit derivatives covered in the spread risk SCR)"]
[null,null,null,null,null,null,null,"Mortgage"]
[null,null,null,null,null,null,null,"Other (including cash at bank, loans to related parties and short term debt obligations issued by related parties etc.)"]
[null,null,"Reinsurance recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract plus any other debtors arising out of the reinsurance arrangement."]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet, and \"N\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Derivative market value",null,"K",null,null,"Input market value of derivative."]
[null,null,"Risk Mitigating (\"RM\") Impact",null,"M",null,null,"Input the risk mitigating effect of the reinsurance contract. This may be calculated using tab \"RM - Impact\" tab. This cannot be zero when there is a reinsurance exposure."]
[null,null,"Offset",null,"O",null,null,"Enter the risk adjusted value of the collateral or reinsurance recoverable due where insurer is not obliged to meet an obligation in the event of default (e.g, if there is a legally effective pay-as-paid clause in place)."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if the offset relates to the insurer not being obliged to meet an obligation in the event of default. If the offset is in relation to collateral enter \"N\" if, in the case of the insolvency of the counterparty, the determination of the insurer's insolvency estate in excess of the collateral does not take into account that the insurer receives collateral, and \"Y\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Mortgage value",null,"S",null,null,"Input value of mortgage loan."]
[null,null,"Risk-adjusted mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage."]
[null,null,"Initial loss given default",null,"W",null,null,"Input the loss given default for the exposure type as specified under the regulations. "]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type ",null,"Reinsurance Recoverable ('000)",null,"RM & >60% tied up?",null,"Derivative Market Value ('000)",null,"RM Impact ('000)",null,"Offset ('000)",null,"Offset accounted for?",null,"Mortgage Value ('000)",null,"Risk Adjusted Mortgage value ('000)",null,"Initial Loss Given Default ('000)",null,"Economic Adjustment Factor",null,"Recovery Rate",null,"Loss Given Default ('000)"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E36=\"Reinsurance / securitisation\",Simplified_RM_19,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E68=\"Reinsurance / securitisation\",Simplified_RM_19,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E100=\"Reinsurance / securitisation\",Simplified_RM_19,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E132=\"Reinsurance / securitisation\",Simplified_RM_19,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"Type 1 Single CP_20","index":22,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[24,7,24,24],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24],[20,7,20,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_20"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_20","v":"Counterparty 20"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivatives (other than credit derivatives covered in the spread risk SCR)"]
[null,null,null,null,null,null,null,"Mortgage"]
[null,null,null,null,null,null,null,"Other (including cash at bank, loans to related parties and short term debt obligations issued by related parties etc.)"]
[null,null,"Reinsurance recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract plus any other debtors arising out of the reinsurance arrangement."]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet, and \"N\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Derivative market value",null,"K",null,null,"Input market value of derivative."]
[null,null,"Risk Mitigating (\"RM\") Impact",null,"M",null,null,"Input the risk mitigating effect of the reinsurance contract. This may be calculated using tab \"RM - Impact\" tab. This cannot be zero when there is a reinsurance exposure."]
[null,null,"Offset",null,"O",null,null,"Enter the risk adjusted value of the collateral or reinsurance recoverable due where insurer is not obliged to meet an obligation in the event of default (e.g, if there is a legally effective pay-as-paid clause in place)."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if the offset relates to the insurer not being obliged to meet an obligation in the event of default. If the offset is in relation to collateral enter \"N\" if, in the case of the insolvency of the counterparty, the determination of the insurer's insolvency estate in excess of the collateral does not take into account that the insurer receives collateral, and \"Y\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Mortgage value",null,"S",null,null,"Input value of mortgage loan."]
[null,null,"Risk-adjusted mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage."]
[null,null,"Initial loss given default",null,"W",null,null,"Input the loss given default for the exposure type as specified under the regulations. "]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type ",null,"Reinsurance Recoverable ('000)",null,"RM & >60% tied up?",null,"Derivative Market Value ('000)",null,"RM Impact ('000)",null,"Offset ('000)",null,"Offset accounted for?",null,"Mortgage Value ('000)",null,"Risk Adjusted Mortgage value ('000)",null,"Initial Loss Given Default ('000)",null,"Economic Adjustment Factor",null,"Recovery Rate",null,"Loss Given Default ('000)"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E36=\"Reinsurance / securitisation\",Simplified_RM_20,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E68=\"Reinsurance / securitisation\",Simplified_RM_20,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E100=\"Reinsurance / securitisation\",Simplified_RM_20,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E132=\"Reinsurance / securitisation\",Simplified_RM_20,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"Type 1 Single CP_21","index":23,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[24,7,24,24],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24],[20,7,20,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_21"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_21","v":"Counterparty 21"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivatives (other than credit derivatives covered in the spread risk SCR)"]
[null,null,null,null,null,null,null,"Mortgage"]
[null,null,null,null,null,null,null,"Other (including cash at bank, loans to related parties and short term debt obligations issued by related parties etc.)"]
[null,null,"Reinsurance recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract plus any other debtors arising out of the reinsurance arrangement."]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet, and \"N\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Derivative market value",null,"K",null,null,"Input market value of derivative."]
[null,null,"Risk Mitigating (\"RM\") Impact",null,"M",null,null,"Input the risk mitigating effect of the reinsurance contract. This may be calculated using tab \"RM - Impact\" tab. This cannot be zero when there is a reinsurance exposure."]
[null,null,"Offset",null,"O",null,null,"Enter the risk adjusted value of the collateral or reinsurance recoverable due where insurer is not obliged to meet an obligation in the event of default (e.g, if there is a legally effective pay-as-paid clause in place)."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if the offset relates to the insurer not being obliged to meet an obligation in the event of default. If the offset is in relation to collateral enter \"N\" if, in the case of the insolvency of the counterparty, the determination of the insurer's insolvency estate in excess of the collateral does not take into account that the insurer receives collateral, and \"Y\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Mortgage value",null,"S",null,null,"Input value of mortgage loan."]
[null,null,"Risk-adjusted mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage."]
[null,null,"Initial loss given default",null,"W",null,null,"Input the loss given default for the exposure type as specified under the regulations. "]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type ",null,"Reinsurance Recoverable ('000)",null,"RM & >60% tied up?",null,"Derivative Market Value ('000)",null,"RM Impact ('000)",null,"Offset ('000)",null,"Offset accounted for?",null,"Mortgage Value ('000)",null,"Risk Adjusted Mortgage value ('000)",null,"Initial Loss Given Default ('000)",null,"Economic Adjustment Factor",null,"Recovery Rate",null,"Loss Given Default ('000)"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E36=\"Reinsurance / securitisation\",Simplified_RM_21,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E68=\"Reinsurance / securitisation\",Simplified_RM_21,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E100=\"Reinsurance / securitisation\",Simplified_RM_21,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E132=\"Reinsurance / securitisation\",Simplified_RM_21,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"Type 1 Single CP_22","index":24,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[24,7,24,24],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24],[20,7,20,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_22"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_22","v":"Counterparty 22"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivatives (other than credit derivatives covered in the spread risk SCR)"]
[null,null,null,null,null,null,null,"Mortgage"]
[null,null,null,null,null,null,null,"Other (including cash at bank, loans to related parties and short term debt obligations issued by related parties etc.)"]
[null,null,"Reinsurance recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract plus any other debtors arising out of the reinsurance arrangement."]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet, and \"N\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Derivative market value",null,"K",null,null,"Input market value of derivative."]
[null,null,"Risk Mitigating (\"RM\") Impact",null,"M",null,null,"Input the risk mitigating effect of the reinsurance contract. This may be calculated using tab \"RM - Impact\" tab. This cannot be zero when there is a reinsurance exposure."]
[null,null,"Offset",null,"O",null,null,"Enter the risk adjusted value of the collateral or reinsurance recoverable due where insurer is not obliged to meet an obligation in the event of default (e.g, if there is a legally effective pay-as-paid clause in place)."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if the offset relates to the insurer not being obliged to meet an obligation in the event of default. If the offset is in relation to collateral enter \"N\" if, in the case of the insolvency of the counterparty, the determination of the insurer's insolvency estate in excess of the collateral does not take into account that the insurer receives collateral, and \"Y\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Mortgage value",null,"S",null,null,"Input value of mortgage loan."]
[null,null,"Risk-adjusted mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage."]
[null,null,"Initial loss given default",null,"W",null,null,"Input the loss given default for the exposure type as specified under the regulations. "]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type ",null,"Reinsurance Recoverable ('000)",null,"RM & >60% tied up?",null,"Derivative Market Value ('000)",null,"RM Impact ('000)",null,"Offset ('000)",null,"Offset accounted for?",null,"Mortgage Value ('000)",null,"Risk Adjusted Mortgage value ('000)",null,"Initial Loss Given Default ('000)",null,"Economic Adjustment Factor",null,"Recovery Rate",null,"Loss Given Default ('000)"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E36=\"Reinsurance / securitisation\",Simplified_RM_22,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E68=\"Reinsurance / securitisation\",Simplified_RM_22,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E100=\"Reinsurance / securitisation\",Simplified_RM_22,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E132=\"Reinsurance / securitisation\",Simplified_RM_22,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"Type 1 Single CP_23","index":25,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[24,7,24,24],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24],[20,7,20,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_23"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_23","v":"Counterparty 23"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivatives (other than credit derivatives covered in the spread risk SCR)"]
[null,null,null,null,null,null,null,"Mortgage"]
[null,null,null,null,null,null,null,"Other (including cash at bank, loans to related parties and short term debt obligations issued by related parties etc.)"]
[null,null,"Reinsurance recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract plus any other debtors arising out of the reinsurance arrangement."]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet, and \"N\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Derivative market value",null,"K",null,null,"Input market value of derivative."]
[null,null,"Risk Mitigating (\"RM\") Impact",null,"M",null,null,"Input the risk mitigating effect of the reinsurance contract. This may be calculated using tab \"RM - Impact\" tab. This cannot be zero when there is a reinsurance exposure."]
[null,null,"Offset",null,"O",null,null,"Enter the risk adjusted value of the collateral or reinsurance recoverable due where insurer is not obliged to meet an obligation in the event of default (e.g, if there is a legally effective pay-as-paid clause in place)."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if the offset relates to the insurer not being obliged to meet an obligation in the event of default. If the offset is in relation to collateral enter \"N\" if, in the case of the insolvency of the counterparty, the determination of the insurer's insolvency estate in excess of the collateral does not take into account that the insurer receives collateral, and \"Y\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Mortgage value",null,"S",null,null,"Input value of mortgage loan."]
[null,null,"Risk-adjusted mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage."]
[null,null,"Initial loss given default",null,"W",null,null,"Input the loss given default for the exposure type as specified under the regulations. "]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type ",null,"Reinsurance Recoverable ('000)",null,"RM & >60% tied up?",null,"Derivative Market Value ('000)",null,"RM Impact ('000)",null,"Offset ('000)",null,"Offset accounted for?",null,"Mortgage Value ('000)",null,"Risk Adjusted Mortgage value ('000)",null,"Initial Loss Given Default ('000)",null,"Economic Adjustment Factor",null,"Recovery Rate",null,"Loss Given Default ('000)"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E36=\"Reinsurance / securitisation\",Simplified_RM_23,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E68=\"Reinsurance / securitisation\",Simplified_RM_23,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E100=\"Reinsurance / securitisation\",Simplified_RM_23,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E132=\"Reinsurance / securitisation\",Simplified_RM_23,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"Type 1 Single CP_24","index":26,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[24,7,24,24],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24],[20,7,20,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_24"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_24","v":"Counterparty 24"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivatives (other than credit derivatives covered in the spread risk SCR)"]
[null,null,null,null,null,null,null,"Mortgage"]
[null,null,null,null,null,null,null,"Other (including cash at bank, loans to related parties and short term debt obligations issued by related parties etc.)"]
[null,null,"Reinsurance recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract plus any other debtors arising out of the reinsurance arrangement."]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet, and \"N\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Derivative market value",null,"K",null,null,"Input market value of derivative."]
[null,null,"Risk Mitigating (\"RM\") Impact",null,"M",null,null,"Input the risk mitigating effect of the reinsurance contract. This may be calculated using tab \"RM - Impact\" tab. This cannot be zero when there is a reinsurance exposure."]
[null,null,"Offset",null,"O",null,null,"Enter the risk adjusted value of the collateral or reinsurance recoverable due where insurer is not obliged to meet an obligation in the event of default (e.g, if there is a legally effective pay-as-paid clause in place)."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if the offset relates to the insurer not being obliged to meet an obligation in the event of default. If the offset is in relation to collateral enter \"N\" if, in the case of the insolvency of the counterparty, the determination of the insurer's insolvency estate in excess of the collateral does not take into account that the insurer receives collateral, and \"Y\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Mortgage value",null,"S",null,null,"Input value of mortgage loan."]
[null,null,"Risk-adjusted mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage."]
[null,null,"Initial loss given default",null,"W",null,null,"Input the loss given default for the exposure type as specified under the regulations. "]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type ",null,"Reinsurance Recoverable ('000)",null,"RM & >60% tied up?",null,"Derivative Market Value ('000)",null,"RM Impact ('000)",null,"Offset ('000)",null,"Offset accounted for?",null,"Mortgage Value ('000)",null,"Risk Adjusted Mortgage value ('000)",null,"Initial Loss Given Default ('000)",null,"Economic Adjustment Factor",null,"Recovery Rate",null,"Loss Given Default ('000)"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E36=\"Reinsurance / securitisation\",Simplified_RM_24,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E68=\"Reinsurance / securitisation\",Simplified_RM_24,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E100=\"Reinsurance / securitisation\",Simplified_RM_24,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E132=\"Reinsurance / securitisation\",Simplified_RM_24,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"Type 1 Single CP_25","index":27,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[24,7,24,24],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24],[20,7,20,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_25"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_25","v":"Counterparty 25"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivatives (other than credit derivatives covered in the spread risk SCR)"]
[null,null,null,null,null,null,null,"Mortgage"]
[null,null,null,null,null,null,null,"Other (including cash at bank, loans to related parties and short term debt obligations issued by related parties etc.)"]
[null,null,"Reinsurance recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract plus any other debtors arising out of the reinsurance arrangement."]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet, and \"N\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Derivative market value",null,"K",null,null,"Input market value of derivative."]
[null,null,"Risk Mitigating (\"RM\") Impact",null,"M",null,null,"Input the risk mitigating effect of the reinsurance contract. This may be calculated using tab \"RM - Impact\" tab. This cannot be zero when there is a reinsurance exposure."]
[null,null,"Offset",null,"O",null,null,"Enter the risk adjusted value of the collateral or reinsurance recoverable due where insurer is not obliged to meet an obligation in the event of default (e.g, if there is a legally effective pay-as-paid clause in place)."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if the offset relates to the insurer not being obliged to meet an obligation in the event of default. If the offset is in relation to collateral enter \"N\" if, in the case of the insolvency of the counterparty, the determination of the insurer's insolvency estate in excess of the collateral does not take into account that the insurer receives collateral, and \"Y\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Mortgage value",null,"S",null,null,"Input value of mortgage loan."]
[null,null,"Risk-adjusted mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage."]
[null,null,"Initial loss given default",null,"W",null,null,"Input the loss given default for the exposure type as specified under the regulations. "]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type ",null,"Reinsurance Recoverable ('000)",null,"RM & >60% tied up?",null,"Derivative Market Value ('000)",null,"RM Impact ('000)",null,"Offset ('000)",null,"Offset accounted for?",null,"Mortgage Value ('000)",null,"Risk Adjusted Mortgage value ('000)",null,"Initial Loss Given Default ('000)",null,"Economic Adjustment Factor",null,"Recovery Rate",null,"Loss Given Default ('000)"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E36=\"Reinsurance / securitisation\",Simplified_RM_25,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E68=\"Reinsurance / securitisation\",Simplified_RM_25,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E100=\"Reinsurance / securitisation\",Simplified_RM_25,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E132=\"Reinsurance / securitisation\",Simplified_RM_25,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"Type 1 Single CP_26","index":28,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[24,7,24,24],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24],[20,7,20,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_26"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_26","v":"Counterparty 26"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivatives (other than credit derivatives covered in the spread risk SCR)"]
[null,null,null,null,null,null,null,"Mortgage"]
[null,null,null,null,null,null,null,"Other (including cash at bank, loans to related parties and short term debt obligations issued by related parties etc.)"]
[null,null,"Reinsurance recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract plus any other debtors arising out of the reinsurance arrangement."]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet, and \"N\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Derivative market value",null,"K",null,null,"Input market value of derivative."]
[null,null,"Risk Mitigating (\"RM\") Impact",null,"M",null,null,"Input the risk mitigating effect of the reinsurance contract. This may be calculated using tab \"RM - Impact\" tab. This cannot be zero when there is a reinsurance exposure."]
[null,null,"Offset",null,"O",null,null,"Enter the risk adjusted value of the collateral or reinsurance recoverable due where insurer is not obliged to meet an obligation in the event of default (e.g, if there is a legally effective pay-as-paid clause in place)."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if the offset relates to the insurer not being obliged to meet an obligation in the event of default. If the offset is in relation to collateral enter \"N\" if, in the case of the insolvency of the counterparty, the determination of the insurer's insolvency estate in excess of the collateral does not take into account that the insurer receives collateral, and \"Y\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Mortgage value",null,"S",null,null,"Input value of mortgage loan."]
[null,null,"Risk-adjusted mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage."]
[null,null,"Initial loss given default",null,"W",null,null,"Input the loss given default for the exposure type as specified under the regulations. "]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type ",null,"Reinsurance Recoverable ('000)",null,"RM & >60% tied up?",null,"Derivative Market Value ('000)",null,"RM Impact ('000)",null,"Offset ('000)",null,"Offset accounted for?",null,"Mortgage Value ('000)",null,"Risk Adjusted Mortgage value ('000)",null,"Initial Loss Given Default ('000)",null,"Economic Adjustment Factor",null,"Recovery Rate",null,"Loss Given Default ('000)"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E36=\"Reinsurance / securitisation\",Simplified_RM_26,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E68=\"Reinsurance / securitisation\",Simplified_RM_26,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E100=\"Reinsurance / securitisation\",Simplified_RM_26,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E132=\"Reinsurance / securitisation\",Simplified_RM_26,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"Type 1 Single CP_27","index":29,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[24,7,24,24],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24],[20,7,20,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_27"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_27","v":"Counterparty 27"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivatives (other than credit derivatives covered in the spread risk SCR)"]
[null,null,null,null,null,null,null,"Mortgage"]
[null,null,null,null,null,null,null,"Other (including cash at bank, loans to related parties and short term debt obligations issued by related parties etc.)"]
[null,null,"Reinsurance recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract plus any other debtors arising out of the reinsurance arrangement."]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet, and \"N\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Derivative market value",null,"K",null,null,"Input market value of derivative."]
[null,null,"Risk Mitigating (\"RM\") Impact",null,"M",null,null,"Input the risk mitigating effect of the reinsurance contract. This may be calculated using tab \"RM - Impact\" tab. This cannot be zero when there is a reinsurance exposure."]
[null,null,"Offset",null,"O",null,null,"Enter the risk adjusted value of the collateral or reinsurance recoverable due where insurer is not obliged to meet an obligation in the event of default (e.g, if there is a legally effective pay-as-paid clause in place)."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if the offset relates to the insurer not being obliged to meet an obligation in the event of default. If the offset is in relation to collateral enter \"N\" if, in the case of the insolvency of the counterparty, the determination of the insurer's insolvency estate in excess of the collateral does not take into account that the insurer receives collateral, and \"Y\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Mortgage value",null,"S",null,null,"Input value of mortgage loan."]
[null,null,"Risk-adjusted mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage."]
[null,null,"Initial loss given default",null,"W",null,null,"Input the loss given default for the exposure type as specified under the regulations. "]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type ",null,"Reinsurance Recoverable ('000)",null,"RM & >60% tied up?",null,"Derivative Market Value ('000)",null,"RM Impact ('000)",null,"Offset ('000)",null,"Offset accounted for?",null,"Mortgage Value ('000)",null,"Risk Adjusted Mortgage value ('000)",null,"Initial Loss Given Default ('000)",null,"Economic Adjustment Factor",null,"Recovery Rate",null,"Loss Given Default ('000)"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E36=\"Reinsurance / securitisation\",Simplified_RM_27,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E68=\"Reinsurance / securitisation\",Simplified_RM_27,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E100=\"Reinsurance / securitisation\",Simplified_RM_27,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E132=\"Reinsurance / securitisation\",Simplified_RM_27,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"Type 1 Single CP_28","index":30,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[24,7,24,24],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24],[20,7,20,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_28"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_28","v":"Counterparty 28"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivatives (other than credit derivatives covered in the spread risk SCR)"]
[null,null,null,null,null,null,null,"Mortgage"]
[null,null,null,null,null,null,null,"Other (including cash at bank, loans to related parties and short term debt obligations issued by related parties etc.)"]
[null,null,"Reinsurance recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract plus any other debtors arising out of the reinsurance arrangement."]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet, and \"N\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Derivative market value",null,"K",null,null,"Input market value of derivative."]
[null,null,"Risk Mitigating (\"RM\") Impact",null,"M",null,null,"Input the risk mitigating effect of the reinsurance contract. This may be calculated using tab \"RM - Impact\" tab. This cannot be zero when there is a reinsurance exposure."]
[null,null,"Offset",null,"O",null,null,"Enter the risk adjusted value of the collateral or reinsurance recoverable due where insurer is not obliged to meet an obligation in the event of default (e.g, if there is a legally effective pay-as-paid clause in place)."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if the offset relates to the insurer not being obliged to meet an obligation in the event of default. If the offset is in relation to collateral enter \"N\" if, in the case of the insolvency of the counterparty, the determination of the insurer's insolvency estate in excess of the collateral does not take into account that the insurer receives collateral, and \"Y\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Mortgage value",null,"S",null,null,"Input value of mortgage loan."]
[null,null,"Risk-adjusted mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage."]
[null,null,"Initial loss given default",null,"W",null,null,"Input the loss given default for the exposure type as specified under the regulations. "]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type ",null,"Reinsurance Recoverable ('000)",null,"RM & >60% tied up?",null,"Derivative Market Value ('000)",null,"RM Impact ('000)",null,"Offset ('000)",null,"Offset accounted for?",null,"Mortgage Value ('000)",null,"Risk Adjusted Mortgage value ('000)",null,"Initial Loss Given Default ('000)",null,"Economic Adjustment Factor",null,"Recovery Rate",null,"Loss Given Default ('000)"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E36=\"Reinsurance / securitisation\",Simplified_RM_28,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E68=\"Reinsurance / securitisation\",Simplified_RM_28,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E100=\"Reinsurance / securitisation\",Simplified_RM_28,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E132=\"Reinsurance / securitisation\",Simplified_RM_28,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"Type 1 Single CP_29","index":31,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[24,7,24,24],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24],[20,7,20,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_29"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_29","v":"Counterparty 29"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivatives (other than credit derivatives covered in the spread risk SCR)"]
[null,null,null,null,null,null,null,"Mortgage"]
[null,null,null,null,null,null,null,"Other (including cash at bank, loans to related parties and short term debt obligations issued by related parties etc.)"]
[null,null,"Reinsurance recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract plus any other debtors arising out of the reinsurance arrangement."]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet, and \"N\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Derivative market value",null,"K",null,null,"Input market value of derivative."]
[null,null,"Risk Mitigating (\"RM\") Impact",null,"M",null,null,"Input the risk mitigating effect of the reinsurance contract. This may be calculated using tab \"RM - Impact\" tab. This cannot be zero when there is a reinsurance exposure."]
[null,null,"Offset",null,"O",null,null,"Enter the risk adjusted value of the collateral or reinsurance recoverable due where insurer is not obliged to meet an obligation in the event of default (e.g, if there is a legally effective pay-as-paid clause in place)."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if the offset relates to the insurer not being obliged to meet an obligation in the event of default. If the offset is in relation to collateral enter \"N\" if, in the case of the insolvency of the counterparty, the determination of the insurer's insolvency estate in excess of the collateral does not take into account that the insurer receives collateral, and \"Y\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Mortgage value",null,"S",null,null,"Input value of mortgage loan."]
[null,null,"Risk-adjusted mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage."]
[null,null,"Initial loss given default",null,"W",null,null,"Input the loss given default for the exposure type as specified under the regulations. "]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type ",null,"Reinsurance Recoverable ('000)",null,"RM & >60% tied up?",null,"Derivative Market Value ('000)",null,"RM Impact ('000)",null,"Offset ('000)",null,"Offset accounted for?",null,"Mortgage Value ('000)",null,"Risk Adjusted Mortgage value ('000)",null,"Initial Loss Given Default ('000)",null,"Economic Adjustment Factor",null,"Recovery Rate",null,"Loss Given Default ('000)"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E36=\"Reinsurance / securitisation\",Simplified_RM_29,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E68=\"Reinsurance / securitisation\",Simplified_RM_29,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E100=\"Reinsurance / securitisation\",Simplified_RM_29,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E132=\"Reinsurance / securitisation\",Simplified_RM_29,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"Type 1 Single CP_30","index":32,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[24,7,24,24],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24],[20,7,20,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_30"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_30","v":"Counterparty 30"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivatives (other than credit derivatives covered in the spread risk SCR)"]
[null,null,null,null,null,null,null,"Mortgage"]
[null,null,null,null,null,null,null,"Other (including cash at bank, loans to related parties and short term debt obligations issued by related parties etc.)"]
[null,null,"Reinsurance recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract plus any other debtors arising out of the reinsurance arrangement."]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet, and \"N\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Derivative market value",null,"K",null,null,"Input market value of derivative."]
[null,null,"Risk Mitigating (\"RM\") Impact",null,"M",null,null,"Input the risk mitigating effect of the reinsurance contract. This may be calculated using tab \"RM - Impact\" tab. This cannot be zero when there is a reinsurance exposure."]
[null,null,"Offset",null,"O",null,null,"Enter the risk adjusted value of the collateral or reinsurance recoverable due where insurer is not obliged to meet an obligation in the event of default (e.g, if there is a legally effective pay-as-paid clause in place)."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if the offset relates to the insurer not being obliged to meet an obligation in the event of default. If the offset is in relation to collateral enter \"N\" if, in the case of the insolvency of the counterparty, the determination of the insurer's insolvency estate in excess of the collateral does not take into account that the insurer receives collateral, and \"Y\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Mortgage value",null,"S",null,null,"Input value of mortgage loan."]
[null,null,"Risk-adjusted mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage."]
[null,null,"Initial loss given default",null,"W",null,null,"Input the loss given default for the exposure type as specified under the regulations. "]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type ",null,"Reinsurance Recoverable ('000)",null,"RM & >60% tied up?",null,"Derivative Market Value ('000)",null,"RM Impact ('000)",null,"Offset ('000)",null,"Offset accounted for?",null,"Mortgage Value ('000)",null,"Risk Adjusted Mortgage value ('000)",null,"Initial Loss Given Default ('000)",null,"Economic Adjustment Factor",null,"Recovery Rate",null,"Loss Given Default ('000)"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E36=\"Reinsurance / securitisation\",Simplified_RM_30,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E68=\"Reinsurance / securitisation\",Simplified_RM_30,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E100=\"Reinsurance / securitisation\",Simplified_RM_30,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E132=\"Reinsurance / securitisation\",Simplified_RM_30,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"Type 1 Single CP_31","index":33,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[24,7,24,24],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24],[20,7,20,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_31"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_31","v":"Counterparty 31"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivatives (other than credit derivatives covered in the spread risk SCR)"]
[null,null,null,null,null,null,null,"Mortgage"]
[null,null,null,null,null,null,null,"Other (including cash at bank, loans to related parties and short term debt obligations issued by related parties etc.)"]
[null,null,"Reinsurance recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract plus any other debtors arising out of the reinsurance arrangement."]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet, and \"N\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Derivative market value",null,"K",null,null,"Input market value of derivative."]
[null,null,"Risk Mitigating (\"RM\") Impact",null,"M",null,null,"Input the risk mitigating effect of the reinsurance contract. This may be calculated using tab \"RM - Impact\" tab. This cannot be zero when there is a reinsurance exposure."]
[null,null,"Offset",null,"O",null,null,"Enter the risk adjusted value of the collateral or reinsurance recoverable due where insurer is not obliged to meet an obligation in the event of default (e.g, if there is a legally effective pay-as-paid clause in place)."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if the offset relates to the insurer not being obliged to meet an obligation in the event of default. If the offset is in relation to collateral enter \"N\" if, in the case of the insolvency of the counterparty, the determination of the insurer's insolvency estate in excess of the collateral does not take into account that the insurer receives collateral, and \"Y\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Mortgage value",null,"S",null,null,"Input value of mortgage loan."]
[null,null,"Risk-adjusted mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage."]
[null,null,"Initial loss given default",null,"W",null,null,"Input the loss given default for the exposure type as specified under the regulations. "]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type ",null,"Reinsurance Recoverable ('000)",null,"RM & >60% tied up?",null,"Derivative Market Value ('000)",null,"RM Impact ('000)",null,"Offset ('000)",null,"Offset accounted for?",null,"Mortgage Value ('000)",null,"Risk Adjusted Mortgage value ('000)",null,"Initial Loss Given Default ('000)",null,"Economic Adjustment Factor",null,"Recovery Rate",null,"Loss Given Default ('000)"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E36=\"Reinsurance / securitisation\",Simplified_RM_31,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E68=\"Reinsurance / securitisation\",Simplified_RM_31,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E100=\"Reinsurance / securitisation\",Simplified_RM_31,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E132=\"Reinsurance / securitisation\",Simplified_RM_31,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"Type 1 Single CP_32","index":34,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[24,7,24,24],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24],[20,7,20,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_32"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_32","v":"Counterparty 32"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivatives (other than credit derivatives covered in the spread risk SCR)"]
[null,null,null,null,null,null,null,"Mortgage"]
[null,null,null,null,null,null,null,"Other (including cash at bank, loans to related parties and short term debt obligations issued by related parties etc.)"]
[null,null,"Reinsurance recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract plus any other debtors arising out of the reinsurance arrangement."]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet, and \"N\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Derivative market value",null,"K",null,null,"Input market value of derivative."]
[null,null,"Risk Mitigating (\"RM\") Impact",null,"M",null,null,"Input the risk mitigating effect of the reinsurance contract. This may be calculated using tab \"RM - Impact\" tab. This cannot be zero when there is a reinsurance exposure."]
[null,null,"Offset",null,"O",null,null,"Enter the risk adjusted value of the collateral or reinsurance recoverable due where insurer is not obliged to meet an obligation in the event of default (e.g, if there is a legally effective pay-as-paid clause in place)."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if the offset relates to the insurer not being obliged to meet an obligation in the event of default. If the offset is in relation to collateral enter \"N\" if, in the case of the insolvency of the counterparty, the determination of the insurer's insolvency estate in excess of the collateral does not take into account that the insurer receives collateral, and \"Y\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Mortgage value",null,"S",null,null,"Input value of mortgage loan."]
[null,null,"Risk-adjusted mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage."]
[null,null,"Initial loss given default",null,"W",null,null,"Input the loss given default for the exposure type as specified under the regulations. "]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type ",null,"Reinsurance Recoverable ('000)",null,"RM & >60% tied up?",null,"Derivative Market Value ('000)",null,"RM Impact ('000)",null,"Offset ('000)",null,"Offset accounted for?",null,"Mortgage Value ('000)",null,"Risk Adjusted Mortgage value ('000)",null,"Initial Loss Given Default ('000)",null,"Economic Adjustment Factor",null,"Recovery Rate",null,"Loss Given Default ('000)"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E36=\"Reinsurance / securitisation\",Simplified_RM_32,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E68=\"Reinsurance / securitisation\",Simplified_RM_32,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E100=\"Reinsurance / securitisation\",Simplified_RM_32,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E132=\"Reinsurance / securitisation\",Simplified_RM_32,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"Type 1 Single CP_33","index":35,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[24,7,24,24],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24],[20,7,20,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_33"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_33","v":"Counterparty 33"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivatives (other than credit derivatives covered in the spread risk SCR)"]
[null,null,null,null,null,null,null,"Mortgage"]
[null,null,null,null,null,null,null,"Other (including cash at bank, loans to related parties and short term debt obligations issued by related parties etc.)"]
[null,null,"Reinsurance recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract plus any other debtors arising out of the reinsurance arrangement."]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet, and \"N\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Derivative market value",null,"K",null,null,"Input market value of derivative."]
[null,null,"Risk Mitigating (\"RM\") Impact",null,"M",null,null,"Input the risk mitigating effect of the reinsurance contract. This may be calculated using tab \"RM - Impact\" tab. This cannot be zero when there is a reinsurance exposure."]
[null,null,"Offset",null,"O",null,null,"Enter the risk adjusted value of the collateral or reinsurance recoverable due where insurer is not obliged to meet an obligation in the event of default (e.g, if there is a legally effective pay-as-paid clause in place)."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if the offset relates to the insurer not being obliged to meet an obligation in the event of default. If the offset is in relation to collateral enter \"N\" if, in the case of the insolvency of the counterparty, the determination of the insurer's insolvency estate in excess of the collateral does not take into account that the insurer receives collateral, and \"Y\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Mortgage value",null,"S",null,null,"Input value of mortgage loan."]
[null,null,"Risk-adjusted mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage."]
[null,null,"Initial loss given default",null,"W",null,null,"Input the loss given default for the exposure type as specified under the regulations. "]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type ",null,"Reinsurance Recoverable ('000)",null,"RM & >60% tied up?",null,"Derivative Market Value ('000)",null,"RM Impact ('000)",null,"Offset ('000)",null,"Offset accounted for?",null,"Mortgage Value ('000)",null,"Risk Adjusted Mortgage value ('000)",null,"Initial Loss Given Default ('000)",null,"Economic Adjustment Factor",null,"Recovery Rate",null,"Loss Given Default ('000)"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E36=\"Reinsurance / securitisation\",Simplified_RM_33,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E68=\"Reinsurance / securitisation\",Simplified_RM_33,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E100=\"Reinsurance / securitisation\",Simplified_RM_33,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E132=\"Reinsurance / securitisation\",Simplified_RM_33,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"Type 1 Single CP_34","index":36,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[24,7,24,24],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24],[20,7,20,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_34"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_34","v":"Counterparty 34"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivatives (other than credit derivatives covered in the spread risk SCR)"]
[null,null,null,null,null,null,null,"Mortgage"]
[null,null,null,null,null,null,null,"Other (including cash at bank, loans to related parties and short term debt obligations issued by related parties etc.)"]
[null,null,"Reinsurance recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract plus any other debtors arising out of the reinsurance arrangement."]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet, and \"N\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Derivative market value",null,"K",null,null,"Input market value of derivative."]
[null,null,"Risk Mitigating (\"RM\") Impact",null,"M",null,null,"Input the risk mitigating effect of the reinsurance contract. This may be calculated using tab \"RM - Impact\" tab. This cannot be zero when there is a reinsurance exposure."]
[null,null,"Offset",null,"O",null,null,"Enter the risk adjusted value of the collateral or reinsurance recoverable due where insurer is not obliged to meet an obligation in the event of default (e.g, if there is a legally effective pay-as-paid clause in place)."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if the offset relates to the insurer not being obliged to meet an obligation in the event of default. If the offset is in relation to collateral enter \"N\" if, in the case of the insolvency of the counterparty, the determination of the insurer's insolvency estate in excess of the collateral does not take into account that the insurer receives collateral, and \"Y\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Mortgage value",null,"S",null,null,"Input value of mortgage loan."]
[null,null,"Risk-adjusted mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage."]
[null,null,"Initial loss given default",null,"W",null,null,"Input the loss given default for the exposure type as specified under the regulations. "]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type ",null,"Reinsurance Recoverable ('000)",null,"RM & >60% tied up?",null,"Derivative Market Value ('000)",null,"RM Impact ('000)",null,"Offset ('000)",null,"Offset accounted for?",null,"Mortgage Value ('000)",null,"Risk Adjusted Mortgage value ('000)",null,"Initial Loss Given Default ('000)",null,"Economic Adjustment Factor",null,"Recovery Rate",null,"Loss Given Default ('000)"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E36=\"Reinsurance / securitisation\",Simplified_RM_34,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E68=\"Reinsurance / securitisation\",Simplified_RM_34,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E100=\"Reinsurance / securitisation\",Simplified_RM_34,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E132=\"Reinsurance / securitisation\",Simplified_RM_34,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"Type 1 Single CP_35","index":37,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[24,7,24,24],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24],[20,7,20,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_35"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_35","v":"Counterparty 35"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivatives (other than credit derivatives covered in the spread risk SCR)"]
[null,null,null,null,null,null,null,"Mortgage"]
[null,null,null,null,null,null,null,"Other (including cash at bank, loans to related parties and short term debt obligations issued by related parties etc.)"]
[null,null,"Reinsurance recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract plus any other debtors arising out of the reinsurance arrangement."]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet, and \"N\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Derivative market value",null,"K",null,null,"Input market value of derivative."]
[null,null,"Risk Mitigating (\"RM\") Impact",null,"M",null,null,"Input the risk mitigating effect of the reinsurance contract. This may be calculated using tab \"RM - Impact\" tab. This cannot be zero when there is a reinsurance exposure."]
[null,null,"Offset",null,"O",null,null,"Enter the risk adjusted value of the collateral or reinsurance recoverable due where insurer is not obliged to meet an obligation in the event of default (e.g, if there is a legally effective pay-as-paid clause in place)."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if the offset relates to the insurer not being obliged to meet an obligation in the event of default. If the offset is in relation to collateral enter \"N\" if, in the case of the insolvency of the counterparty, the determination of the insurer's insolvency estate in excess of the collateral does not take into account that the insurer receives collateral, and \"Y\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Mortgage value",null,"S",null,null,"Input value of mortgage loan."]
[null,null,"Risk-adjusted mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage."]
[null,null,"Initial loss given default",null,"W",null,null,"Input the loss given default for the exposure type as specified under the regulations. "]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type ",null,"Reinsurance Recoverable ('000)",null,"RM & >60% tied up?",null,"Derivative Market Value ('000)",null,"RM Impact ('000)",null,"Offset ('000)",null,"Offset accounted for?",null,"Mortgage Value ('000)",null,"Risk Adjusted Mortgage value ('000)",null,"Initial Loss Given Default ('000)",null,"Economic Adjustment Factor",null,"Recovery Rate",null,"Loss Given Default ('000)"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E36=\"Reinsurance / securitisation\",Simplified_RM_35,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E68=\"Reinsurance / securitisation\",Simplified_RM_35,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E100=\"Reinsurance / securitisation\",Simplified_RM_35,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E132=\"Reinsurance / securitisation\",Simplified_RM_35,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"Type 1 Single CP_36","index":38,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[24,7,24,24],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24],[20,7,20,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_36"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_36","v":"Counterparty 36"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivatives (other than credit derivatives covered in the spread risk SCR)"]
[null,null,null,null,null,null,null,"Mortgage"]
[null,null,null,null,null,null,null,"Other (including cash at bank, loans to related parties and short term debt obligations issued by related parties etc.)"]
[null,null,"Reinsurance recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract plus any other debtors arising out of the reinsurance arrangement."]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet, and \"N\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Derivative market value",null,"K",null,null,"Input market value of derivative."]
[null,null,"Risk Mitigating (\"RM\") Impact",null,"M",null,null,"Input the risk mitigating effect of the reinsurance contract. This may be calculated using tab \"RM - Impact\" tab. This cannot be zero when there is a reinsurance exposure."]
[null,null,"Offset",null,"O",null,null,"Enter the risk adjusted value of the collateral or reinsurance recoverable due where insurer is not obliged to meet an obligation in the event of default (e.g, if there is a legally effective pay-as-paid clause in place)."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if the offset relates to the insurer not being obliged to meet an obligation in the event of default. If the offset is in relation to collateral enter \"N\" if, in the case of the insolvency of the counterparty, the determination of the insurer's insolvency estate in excess of the collateral does not take into account that the insurer receives collateral, and \"Y\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Mortgage value",null,"S",null,null,"Input value of mortgage loan."]
[null,null,"Risk-adjusted mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage."]
[null,null,"Initial loss given default",null,"W",null,null,"Input the loss given default for the exposure type as specified under the regulations. "]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type ",null,"Reinsurance Recoverable ('000)",null,"RM & >60% tied up?",null,"Derivative Market Value ('000)",null,"RM Impact ('000)",null,"Offset ('000)",null,"Offset accounted for?",null,"Mortgage Value ('000)",null,"Risk Adjusted Mortgage value ('000)",null,"Initial Loss Given Default ('000)",null,"Economic Adjustment Factor",null,"Recovery Rate",null,"Loss Given Default ('000)"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E36=\"Reinsurance / securitisation\",Simplified_RM_36,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E68=\"Reinsurance / securitisation\",Simplified_RM_36,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E100=\"Reinsurance / securitisation\",Simplified_RM_36,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E132=\"Reinsurance / securitisation\",Simplified_RM_36,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"Type 1 Single CP_37","index":39,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[24,7,24,24],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24],[20,7,20,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_37"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_37","v":"Counterparty 37"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivatives (other than credit derivatives covered in the spread risk SCR)"]
[null,null,null,null,null,null,null,"Mortgage"]
[null,null,null,null,null,null,null,"Other (including cash at bank, loans to related parties and short term debt obligations issued by related parties etc.)"]
[null,null,"Reinsurance recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract plus any other debtors arising out of the reinsurance arrangement."]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet, and \"N\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Derivative market value",null,"K",null,null,"Input market value of derivative."]
[null,null,"Risk Mitigating (\"RM\") Impact",null,"M",null,null,"Input the risk mitigating effect of the reinsurance contract. This may be calculated using tab \"RM - Impact\" tab. This cannot be zero when there is a reinsurance exposure."]
[null,null,"Offset",null,"O",null,null,"Enter the risk adjusted value of the collateral or reinsurance recoverable due where insurer is not obliged to meet an obligation in the event of default (e.g, if there is a legally effective pay-as-paid clause in place)."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if the offset relates to the insurer not being obliged to meet an obligation in the event of default. If the offset is in relation to collateral enter \"N\" if, in the case of the insolvency of the counterparty, the determination of the insurer's insolvency estate in excess of the collateral does not take into account that the insurer receives collateral, and \"Y\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Mortgage value",null,"S",null,null,"Input value of mortgage loan."]
[null,null,"Risk-adjusted mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage."]
[null,null,"Initial loss given default",null,"W",null,null,"Input the loss given default for the exposure type as specified under the regulations. "]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type ",null,"Reinsurance Recoverable ('000)",null,"RM & >60% tied up?",null,"Derivative Market Value ('000)",null,"RM Impact ('000)",null,"Offset ('000)",null,"Offset accounted for?",null,"Mortgage Value ('000)",null,"Risk Adjusted Mortgage value ('000)",null,"Initial Loss Given Default ('000)",null,"Economic Adjustment Factor",null,"Recovery Rate",null,"Loss Given Default ('000)"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E36=\"Reinsurance / securitisation\",Simplified_RM_37,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E68=\"Reinsurance / securitisation\",Simplified_RM_37,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E100=\"Reinsurance / securitisation\",Simplified_RM_37,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E132=\"Reinsurance / securitisation\",Simplified_RM_37,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"Type 1 Single CP_38","index":40,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[24,7,24,24],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24],[20,7,20,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_38"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_38","v":"Counterparty 38"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivatives (other than credit derivatives covered in the spread risk SCR)"]
[null,null,null,null,null,null,null,"Mortgage"]
[null,null,null,null,null,null,null,"Other (including cash at bank, loans to related parties and short term debt obligations issued by related parties etc.)"]
[null,null,"Reinsurance recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract plus any other debtors arising out of the reinsurance arrangement."]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet, and \"N\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Derivative market value",null,"K",null,null,"Input market value of derivative."]
[null,null,"Risk Mitigating (\"RM\") Impact",null,"M",null,null,"Input the risk mitigating effect of the reinsurance contract. This may be calculated using tab \"RM - Impact\" tab. This cannot be zero when there is a reinsurance exposure."]
[null,null,"Offset",null,"O",null,null,"Enter the risk adjusted value of the collateral or reinsurance recoverable due where insurer is not obliged to meet an obligation in the event of default (e.g, if there is a legally effective pay-as-paid clause in place)."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if the offset relates to the insurer not being obliged to meet an obligation in the event of default. If the offset is in relation to collateral enter \"N\" if, in the case of the insolvency of the counterparty, the determination of the insurer's insolvency estate in excess of the collateral does not take into account that the insurer receives collateral, and \"Y\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Mortgage value",null,"S",null,null,"Input value of mortgage loan."]
[null,null,"Risk-adjusted mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage."]
[null,null,"Initial loss given default",null,"W",null,null,"Input the loss given default for the exposure type as specified under the regulations. "]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type ",null,"Reinsurance Recoverable ('000)",null,"RM & >60% tied up?",null,"Derivative Market Value ('000)",null,"RM Impact ('000)",null,"Offset ('000)",null,"Offset accounted for?",null,"Mortgage Value ('000)",null,"Risk Adjusted Mortgage value ('000)",null,"Initial Loss Given Default ('000)",null,"Economic Adjustment Factor",null,"Recovery Rate",null,"Loss Given Default ('000)"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E36=\"Reinsurance / securitisation\",Simplified_RM_38,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E68=\"Reinsurance / securitisation\",Simplified_RM_38,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E100=\"Reinsurance / securitisation\",Simplified_RM_38,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E132=\"Reinsurance / securitisation\",Simplified_RM_38,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"Type 1 Single CP_39","index":41,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[24,7,24,24],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24],[20,7,20,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_39"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_39","v":"Counterparty 39"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivatives (other than credit derivatives covered in the spread risk SCR)"]
[null,null,null,null,null,null,null,"Mortgage"]
[null,null,null,null,null,null,null,"Other (including cash at bank, loans to related parties and short term debt obligations issued by related parties etc.)"]
[null,null,"Reinsurance recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract plus any other debtors arising out of the reinsurance arrangement."]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet, and \"N\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Derivative market value",null,"K",null,null,"Input market value of derivative."]
[null,null,"Risk Mitigating (\"RM\") Impact",null,"M",null,null,"Input the risk mitigating effect of the reinsurance contract. This may be calculated using tab \"RM - Impact\" tab. This cannot be zero when there is a reinsurance exposure."]
[null,null,"Offset",null,"O",null,null,"Enter the risk adjusted value of the collateral or reinsurance recoverable due where insurer is not obliged to meet an obligation in the event of default (e.g, if there is a legally effective pay-as-paid clause in place)."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if the offset relates to the insurer not being obliged to meet an obligation in the event of default. If the offset is in relation to collateral enter \"N\" if, in the case of the insolvency of the counterparty, the determination of the insurer's insolvency estate in excess of the collateral does not take into account that the insurer receives collateral, and \"Y\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Mortgage value",null,"S",null,null,"Input value of mortgage loan."]
[null,null,"Risk-adjusted mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage."]
[null,null,"Initial loss given default",null,"W",null,null,"Input the loss given default for the exposure type as specified under the regulations. "]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type ",null,"Reinsurance Recoverable ('000)",null,"RM & >60% tied up?",null,"Derivative Market Value ('000)",null,"RM Impact ('000)",null,"Offset ('000)",null,"Offset accounted for?",null,"Mortgage Value ('000)",null,"Risk Adjusted Mortgage value ('000)",null,"Initial Loss Given Default ('000)",null,"Economic Adjustment Factor",null,"Recovery Rate",null,"Loss Given Default ('000)"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E36=\"Reinsurance / securitisation\",Simplified_RM_39,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E68=\"Reinsurance / securitisation\",Simplified_RM_39,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E100=\"Reinsurance / securitisation\",Simplified_RM_39,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E132=\"Reinsurance / securitisation\",Simplified_RM_39,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"Type 1 Single CP_40","index":42,"n_rows":160,"n_cols":29,"rows_kept":160,"cut":false,"hidden":true,"merged":[[26,4,26,5],[27,4,27,5],[21,4,21,5],[21,7,21,25],[22,4,22,5],[23,4,23,5],[24,4,24,5],[25,4,25,5],[24,7,24,24],[20,4,20,5],[4,4,4,8],[8,4,8,5],[8,7,8,25],[10,4,10,5],[11,4,11,5],[16,4,16,5],[17,4,17,5],[17,7,17,25],[18,4,18,5],[19,4,19,5],[19,7,19,24],[20,7,20,24]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Type 1 Single CP_40"}]
[]
[]
[]
[null,null,"Counterparty",null,{"$f":"Counterparty_40","v":"Counterparty 40"}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,null,"Description"]
[]
[null,null,"Contract reference",null,"C",null,null,"Name of specific exposure (contract, or group of contracts of same characteristics) to counterparty."]
[null,null,"Exposure type",null,"E","G",null,"Select one of:"]
[null,null,null,null,null,null,null,"Reinsurance / securitisation"]
[null,null,null,null,null,null,null,"Derivatives (other than credit derivatives covered in the spread risk SCR)"]
[null,null,null,null,null,null,null,"Mortgage"]
[null,null,null,null,null,null,null,"Other (including cash at bank, loans to related parties and short term debt obligations issued by related parties etc.)"]
[null,null,"Reinsurance recoverable",null,"G",null,null,"Best estimate recoverables from reinsurance contract plus any other debtors arising out of the reinsurance arrangement."]
[null,null,"RM & > 60% tied up?",null,"I",null,null,"Select \"Y\" if a reinsurance counterparty has tied up an amount for collateralisation commitments greater than 60% of the assets on its balance sheet, and \"N\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Derivative market value",null,"K",null,null,"Input market value of derivative."]
[null,null,"Risk Mitigating (\"RM\") Impact",null,"M",null,null,"Input the risk mitigating effect of the reinsurance contract. This may be calculated using tab \"RM - Impact\" tab. This cannot be zero when there is a reinsurance exposure."]
[null,null,"Offset",null,"O",null,null,"Enter the risk adjusted value of the collateral or reinsurance recoverable due where insurer is not obliged to meet an obligation in the event of default (e.g, if there is a legally effective pay-as-paid clause in place)."]
[null,null,"Collateral accounted for?",null,"Q",null,null,"Select \"N\" if the offset relates to the insurer not being obliged to meet an obligation in the event of default. If the offset is in relation to collateral enter \"N\" if, in the case of the insolvency of the counterparty, the determination of the insurer's insolvency estate in excess of the collateral does not take into account that the insurer receives collateral, and \"Y\" otherwise. If unsure you must enter \"Y\"."]
[null,null,"Mortgage value",null,"S",null,null,"Input value of mortgage loan."]
[null,null,"Risk-adjusted mortgage value",null,"U",null,null,"Input risk-adjusted value of mortgage."]
[null,null,"Initial loss given default",null,"W",null,null,"Input the loss given default for the exposure type as specified under the regulations. "]
[null,null,"F",null,"Y",null,null,"Defined in TS(10), based on the type of exposure and whether collateral is accounted for, no input required."]
[null,null,"Recovery Rate",null,"AA",null,null,"Defined in TS(10) depending on type of exposure, no input required."]
[null,null,"LGD",null,"AC",null,null,"Defined in TS(10), no input required. Total LGD is the input for the relevant line of sheet \"Type 1 Exposures\""]
[]
[]
[]
[null,null,"Contract reference",null,"Exposure type ",null,"Reinsurance Recoverable ('000)",null,"RM & >60% tied up?",null,"Derivative Market Value ('000)",null,"RM Impact ('000)",null,"Offset ('000)",null,"Offset accounted for?",null,"Mortgage Value ('000)",null,"Risk Adjusted Mortgage value ('000)",null,"Initial Loss Given Default ('000)",null,"Economic Adjustment Factor",null,"Recovery Rate",null,"Loss Given Default ('000)"]
[]
[null,null,"TOTAL",null,null,null,null,null,null,null,null,null,{"$f":"SUM(M36:M160)","v":0},null,null,null,null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"SUM(AC36:AC160)","v":0}]
[]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E36=\"Reinsurance / securitisation\",Simplified_RM_40,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF($Q36=\"\",\"\",IF(E36=$H$14,IF($Q36=\"N\",100%,90%),IF($Q36=\"N\",100%,50%))))","v":""},null,{"$f":"IF(OR(E36=$H$15,E36=$H$16),\"\",IF(E36=\"\",\"\",IF(OR(AND($E36=$H$13,$I36=\"Y\"),E36=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E36=\"\",\"\",IF(E36=$H$15,$S36-$U36,IF($E36=$H$16,W36,MAX(0,(1-$AA36)*(IF(E36=$H$14,K36,G36)+IF(E36<>$H$14,50%,100%)*$M36)-$Y36*$O36))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E37=$H$15,E37=$H$16),\"\",IF(E37=\"\",\"\",IF(OR(AND($E37=$H$13,$I37=\"Y\"),E37=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E37=\"\",\"\",IF(E37=$H$15,$S37-$U37,IF($E37=$H$16,W37,MAX(0,(1-$AA37)*(IF(E37=$H$14,K37,G37)+IF(E37<>$H$14,50%,100%)*$M37)-$Y37*$O37))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E68=\"Reinsurance / securitisation\",Simplified_RM_40,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E100=\"Reinsurance / securitisation\",Simplified_RM_40,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(OR(E100=$H$15,E100=$H$16),\"\",IF($Q100=\"\",\"\",IF(E100=$H$14,IF($Q100=\"N\",100%,90%),IF($Q100=\"N\",100%,50%))))","v":""},null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,{"$f":"IF(OR(E101=$H$15,E101=$H$16),\"\",IF(E101=\"\",\"\",IF(OR(AND($E101=$H$13,$I101=\"Y\"),E101=$H$14),10%,50%)))","v":""},null,{"$f":"IF(E101=\"\",\"\",IF(E101=$H$15,$S101-$U101,IF($E101=$H$16,W101,MAX(0,(1-$AA101)*(IF(E101=$H$14,K101,G101)+IF(E101<>$H$14,50%,100%)*$M101)-$Y101*$O101))))","v":""}]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,{"$f":"IF(E132=\"Reinsurance / securitisation\",Simplified_RM_40,\"\")","v":""},null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]
[null,null,null,null,null,null,null,null,null,null,null,null,"",null,null,null,null,null,null,null,null,null,null,null,"",null,"",null,""]

{"sheet":"RM Impact","index":43,"n_rows":70,"n_cols":11,"rows_kept":70,"cut":false,"hidden":false,"merged":[[8,2,8,8],[20,4,20,5],[16,4,16,5],[18,4,18,5],[19,4,19,5],[10,2,10,8]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"RM Impact"}]
[]
[]
[null,"This tab is applicable to reinsurance exposures only and must be completed where there is a reinsurance exposure."]
[]
[null,"This approach covers all underwriting and health lines of business, proportional reinsurances and non-proportional reinsurances."]
[]
[null,null,null,null,null,null,null,null,null,null,"'000"]
[null,null,"Hypothetical capital requirement for underwriting risk of insurer  (i.e. sum of the non-life underwriting risk and health underwriting risk SCRs determined as if there was no reinsurance arrangements in place)"]
[]
[null,null,"Capital requirement for underwriting risk of insurer (i.e. sum of the non-life underwriting risk and health underwriting risk SCRs from the NLT return)"]
[]
[null,null,"Risk mitigating effect on underwriting risk of reinsurance and securitisation",null,null,null,null,null,null,null,{"$f":"K9-K11","v":0}]
[]
[]
[]
[null,null,"Column Name",null,"Column",null,"Description"]
[]
[null,null,"Counterparty",null,"C","G","Reinsurance counterparty "]
[null,null,"Recoverables",null,"E",null,"Best estimate recoverables from counterparty (excluding catastrophe reinsurance recoverables)"]
[null,null,"Risk Mitigation Impact",null,"G",null,"Estimated risk mitigation impact for counterparty"]
[]
[]
[]
[null,null,"Reinsurance Counterparty",null,"Recoverables ('000)",null,"Risk Mitigation Impact"]
[]
[null,null,null,null,null,null,{"$f":"IF($E$68=0,\"\",$K$13*E27/$E$68)","v":""}]
[null,null,{"$f":"'Type 1 Exposures'!C30","v":""},null,null,null,{"$f":"IF($E$68=0,\"\",$K$13*E28/$E$68)","v":""}]
[null,null,{"$f":"'Type 1 Exposures'!C31","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C32","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C33","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C34","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C35","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C36","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C37","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C38","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C39","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C40","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C41","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C42","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C43","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C44","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C45","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C46","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C47","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C48","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C49","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C50","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C51","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C52","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C53","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C54","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C55","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C56","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C57","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C58","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C59","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C60","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C61","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C62","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C63","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C64","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C65","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C66","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C67","v":""},null,null,null,""]
[null,null,{"$f":"'Type 1 Exposures'!C68","v":""},null,null,null,""]
[]
[null,null,"TOTAL",null,{"$f":"SUM(E27:E67)","v":0},null,{"$f":"SUM(G27:G67)","v":0}]
[]
[null,null,"Check Totals ",null,null,null,{"$f":"SUM('Type 1 Single CP_1'!$M$34,'Type 1 Single CP_2'!$M$34,'Type 1 Single CP_3'!$M$34,'Type 1 Single CP_4'!$M$34,'Type 1 Single CP_5'!$M$34,'Type 1 Single CP_6'!$M$34,'Type 1 Single CP_7'!$M$34,'Type 1 Single CP_8'!$M$34,'Type 1 Single CP_9'!$M$34,'Type 1 Single CP_10'!$M$34,'Type 1 Single CP_11'!$M$34,'Type 1 Single CP_12'!$M$34,'Type 1 Single CP_13'!$M$34,'Type 1 Single CP_14'!$M$34,'Type 1 Single CP_15'!$M$34,'Type 1 Single CP_16'!$M$34,'Type 1 Single CP_17'!$M$34,'Type 1 Single CP_18'!$M$34,'Type 1 Single CP_19'!$M$34,'Type 1 Single CP_20'!$M$34,'Type 1 Single CP_21'!$M$34,'Type 1 Single CP_22'!$M$34,'Type 1 Single CP_23'!$M$34,'Type 1 Single CP_24'!$M$34,'Type 1 Single CP_25'!$M$34,'Type 1 Single CP_26'!$M$34,'Type 1 Single CP_27'!$M$34,'Type 1 Single CP_28'!$M$34,'Type 1 Single CP_29'!$M$34,'Type 1 Single CP_30'!$M$34,'Type 1 Single CP_31'!$M$34,'Type 1 Single CP_32'!$M$34,'Type 1 Single CP_33'!$M$34,'Type 1 Single CP_34'!$M$34,'Type 1 Single CP_35'!$M$34,'Type 1 Single CP_36'!$M$34,'Type 1 Single CP_37'!$M$34,'Type 1 Single CP_38'!$M$34,'Type 1 Single CP_39'!$M$34,'Type 1 Single CP_40'!$M$34)","v":0}]

{"sheet":"Capital requirement","index":44,"n_rows":40,"n_cols":15,"rows_kept":40,"cut":false,"hidden":false,"merged":[[5,6,5,12],[26,2,26,5]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Capital requirement"}]
[]
[]
[]
[]
[]
[null,null,"Credit Quality Step","PD = p","y","z",{"$f":"+D8","v":2.0000000000000002E-5},{"$f":"+D9","v":1E-4},{"$f":"+D10","v":5.0000000000000001E-4},{"$f":"+D11","v":2.3999999999999998E-3},{"$f":"+D12","v":1.2E-2},{"$f":"+D13","v":4.2000000000000003E-2},{"$f":"+D14","v":4.2000000000000003E-2},{"$f":"+D15","v":5.0000000000000001E-3}]
[null,null,0,2.0000000000000002E-5,{"$f":"SUMIF('Type 1 Exposures'!$C$7:$C$14,$C8,'Type 1 Exposures'!$E$7:$E$14)","v":0},{"$f":"SUMIF('Type 1 Exposures'!$C$7:$C$14,$C8,'Type 1 Exposures'!$G$7:$G$14)","v":0},{"$f":"($D8*(1-$D8)*G$7*(1-G$7))/((1.25)*($D8+G$7)-$D8*G$7)","v":7.9997440011520099E-6},{"$f":"($D8*(1-$D8)*H$7*(1-H$7))/((1.25)*($D8+H$7)-$D8*H$7)","v":1.3331911118814919E-5},1.5376852105417008E-5,1.5829620537449852E-5,1.5781633623432256E-5,1.5320643025990326E-5,1.5320643025990326E-5,1.5856509267079955E-5,{"$f":"((1.5)*D8*(1-D8))/(2.5-D8)","v":1.1999855998847993E-5}]
[null,null,1,1E-4,{"$f":"SUMIF('Type 1 Exposures'!$C$7:$C$14,$C9,'Type 1 Exposures'!$E$7:$E$14)","v":0},{"$f":"SUMIF('Type 1 Exposures'!$C$7:$C$14,$C9,'Type 1 Exposures'!$G$7:$G$14)","v":0},{"$f":"($D9*(1-$D9)*G$7*(1-G$7))/((1.25)*($D9+G$7)-$D9*G$7)","v":1.3331911118814919E-5},3.9993600144005761E-5,6.6631112074138279E-5,7.6613902379702773E-5,7.8385157169494449E-5,7.6456413433471189E-5,7.6456413433471189E-5,7.8037532355478857E-5,5.9996399855994255E-5]
[null,null,2,5.0000000000000001E-4,{"$f":"SUMIF('Type 1 Exposures'!$C$7:$C$14,$C10,'Type 1 Exposures'!$E$7:$E$14)","v":0},{"$f":"SUMIF('Type 1 Exposures'!$C$7:$C$14,$C10,'Type 1 Exposures'!$G$7:$G$14)","v":0},1.5376852105417008E-5,6.6631112074138293E-5,1.9984001800360076E-4,3.3018418235001938E-4,3.7934797362187088E-4,3.7865209777041285E-4,3.7865209777041285E-4,3.6176882502728276E-4,2.9990998199639935E-4]
[null,null,3,2.3999999999999998E-3,{"$f":"SUMIF('Type 1 Exposures'!$C$7:$C$14,$C11,'Type 1 Exposures'!$E$7:$E$14)","v":0},{"$f":"SUMIF('Type 1 Exposures'!$C$7:$C$14,$C11,'Type 1 Exposures'!$G$7:$G$14)","v":0},1.5829620537449848E-5,7.661390237970276E-5,3.3018418235001933E-4,9.5631559256886595E-4,1.5795333333333333E-3,1.738917541047524E-3,1.738917541047524E-3,1.2893855812946521E-3,1.4379244074311339E-3]
[null,null,4,1.2E-2,{"$f":"SUMIF('Type 1 Exposures'!$C$7:$C$14,$C12,'Type 1 Exposures'!$E$7:$E$14)","v":0},{"$f":"SUMIF('Type 1 Exposures'!$C$7:$C$14,$C12,'Type 1 Exposures'!$G$7:$G$14)","v":0},1.5781633623432256E-5,7.8385157169494449E-5,3.7934797362187083E-4,1.5795333333333331E-3,4.7080900321543415E-3,7.1203954862976903E-3,7.1203954862976903E-3,2.7835582822085892E-3,7.1479099678456596E-3]
[null,null,5,4.2000000000000003E-2,{"$f":"SUMIF('Type 1 Exposures'!$C$7:$C$14,$C13,'Type 1 Exposures'!$E$7:$E$14)","v":0},{"$f":"SUMIF('Type 1 Exposures'!$C$7:$C$14,$C13,'Type 1 Exposures'!$G$7:$G$14)","v":0},1.5320643025990326E-5,7.6456413433471162E-5,3.7865209777041274E-4,1.738917541047524E-3,7.1203954862976903E-3,1.5681890968266884E-2,1.5681890968266884E-2,3.4194414075845582E-3,2.4554109031733114E-2]
[null,null,6,4.2000000000000003E-2,{"$f":"SUMIF('Type 1 Exposures'!$C$7:$C$14,$C14,'Type 1 Exposures'!$E$7:$E$14)","v":0},{"$f":"SUMIF('Type 1 Exposures'!$C$7:$C$14,$C14,'Type 1 Exposures'!$G$7:$G$14)","v":0},1.5320643025990326E-5,7.6456413433471162E-5,3.7865209777041274E-4,1.738917541047524E-3,7.1203954862976903E-3,1.5681890968266884E-2,1.5681890968266884E-2,3.4194414075845582E-3,2.4554109031733114E-2]
[null,null,"IOM Bank",5.0000000000000001E-3,{"$f":"SUMIF('Type 1 Exposures'!$C$7:$C$14,$C15,'Type 1 Exposures'!$E$7:$E$14)","v":0},{"$f":"SUMIF('Type 1 Exposures'!$C$7:$C$14,$C15,'Type 1 Exposures'!$G$7:$G$14)","v":0},1.5856509267079955E-5,7.8037532355478857E-5,3.6176882502728276E-4,1.2893855812946523E-3,2.7835582822085892E-3,3.4194414075845577E-3,3.4194414075845577E-3,{"$f":"($D15*(1-$D15)*N$7*(1-N$7))/((1.25)*($D15+N$7)-$D15*N$7)","v":1.9840180360721446E-3},2.9909819639278553E-3]
[]
[]
[null,null,"Type 1 exposures",null,"('000)"]
[]
[null,null,"Variance ",null,{"$f":"MMULT(TRANSPOSE(E$8:E$15),MMULT($G$8:$N$15,$E$8:$E$15))+SUMPRODUCT($F$8:$F$15,$O$8:$O$15)","v":0}]
[null,null,"Variance^0.5",null,{"$f":"E20^0.5","v":0}]
[null,null,"Multiple Factor",null,{"$f":"IF(E21<=0.07*SUM($E$8:$E$15),1.5,IF(E21<=0.2*SUM($E$8:$E$15),2.5,\"Use LGD\"))","v":1.5}]
[]
[null,null,"SCR Type 1 Exposures",null,{"$f":"IF($E$22=\"Use LGD\",0.5*SUM($E$8:$E$15),$E$21*$E$22)","v":0}]
[]
[]
[null,null,"Type 2 exposures (i.e. all receivables, recoverables (other than reinsurance), policyholder debtors and any exposures not captured in the spread risk capital requirement or as a type 1 counterparty exposure)*"]
[]
[null,null,"LGDreceivables/recoverables overdue >3months"]
[null,null,"LGDotherType2exposures"]
[]
[null,null,"SCR Type 2 Exposures",null,{"$f":"0.45*$E$29+0.075*$E$30","v":0}]
[]
[]
[null,null,"SCR",null,"('000)"]
[]
[null,null,"SCR Type 1 Exposures",null,{"$f":"$E$24","v":0}]
[null,null,"SCR Type 2 Exposures",null,{"$f":"$E$32","v":0}]
[]
[null,null,"Counterparty Default Risk SCR",null,{"$f":"SQRT(SUMSQ(E37:E38)+E37*E38)","v":0}]

{"sheet":"Mapping","index":45,"n_rows":23,"n_cols":16,"rows_kept":23,"cut":false,"hidden":true,"merged":[]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Mapping"}]
[]
[]
[]
[null,"CQ Step",null,"S&P long term / short term rating",null,"Fitch long term / short term rating",null,"Moody's long term / short term rating",null,"AM Best Rating / long term / short term rating",null,"Solvency ratio of approved insurers",null,"Isle of Man Banks",null,"Other unrated"]
[]
[null,0,null,"AAA",null,"Aaa",null,"Aaa",null,"A++",null,"-",null,"-",null,"-"]
[null,1,null,"AA / A-1+",null,"AA / F1+",null,"Aa2 / P-1",null,"A+/ AMB-1+",null,"-",null,"-",null,"-"]
[null,2,null,"A / A-1",null,"A / F1",null,"A2 / P-2",null,"A / AMB-1-",null,"-",null,"-",null,"-"]
[null,3,null,"BBB / A-2, A-3",null,"BBB / F2, F3",null,"Baa2 / P-3",null,"A- / AMB-2, AMB-3",null,"-",null,"-",null,"-"]
[null,4,null,"BB / B, C, R, SD/D",null,"BB / B, C, RD, D",null,"Ba2 / NP",null,"B++ to B / AMB-4",null,"-",null,"-",null,"-"]
[null,5,null,"B",null,"B2",null,"B2",null,"B- to C+",null,"-",null,"-",null,"-"]
[null,6,null,"CCC or lower",null,"Caa2 or lower",null,"Caa2 or lower",null,"C or lower",null,"-",null,"-",null,"Unrated"]
[null,"Solvency ratio ≥ 196%",null,"-",null,"-",null,"-",null,"-",null,"≥ 196%",null,"-",null,"-"]
[null,"Solvency ratio ≥ 175%",null,"-",null,"-",null,"-",null,"-",null,"≥ 175%",null,"-",null,"-"]
[null,"Solvency ratio ≥ 150%",null,"-",null,"-",null,"-",null,"-",null,"≥ 150%",null,"-",null,"-"]
[null,"Solvency ratio ≥ 125%",null,"-",null,"-",null,"-",null,"-",null,"≥ 125%",null,"-",null,"-"]
[null,"Solvency ratio ≥ 122%",null,"-",null,"-",null,"-",null,"-",null,"≥ 122%",null,"-",null,"-"]
[null,"Solvency ratio ≥ 100%",null,"-",null,"-",null,"-",null,"-",null,"≥ 100%",null,"-",null,"-"]
[null,"Solvency ratio ≥ 95%",null,"-",null,"-",null,"-",null,"-",null,"≥ 95%",null,"-",null,"-"]
[null,"Solvency ratio ≥ 75%",null,"-",null,"-",null,"-",null,"-",null,"≥ 75%",null,"-",null,"-"]
[null,"Solvency ratio < 75%",null,"-",null,"-",null,"-",null,"-",null,"< 75%",null,"-",null,"-"]
[null,"IOM Bank",null,"-",null,"-",null,"-",null,"-",null,"-",null,"IOM Bank",null,"-"]

{"sheet":"Data","index":46,"n_rows":27,"n_cols":4,"rows_kept":27,"cut":false,"hidden":true,"merged":[[5,2,5,3]]}
[{"$f":"RIGHT(CELL(\"filename\",$A$1),LEN(CELL(\"filename\",$A$1))-FIND(\"]\",CELL(\"filename\",$A$1)))","v":"Data"}]
[]
[]
[null,null,"Examples of assets exposed to counterparty default risk as per TS"]
[]
[null,null,"Examples Credit Default Assets"]
[null,null,"Type 1 Assets*","Type 2 Assets*"]
[null,1,"Risk mitigating contracts like reinsurance programmes (excluding catastrophe reinsurances for 1 in 10).","Receivables from intermediaries"]
[null,2,"Cash in bank.","Policyholder debtors"]
[null,3,"Deposits with ceding insurer where no of single name exposures do not exceed 15.","Residual mortgage loans that meet requirements in section 2.5.6 of TS(10)"]
[null,4,"Commitments called up by (re)insurer but unpaid and number of single names do not exceed 15. Examples include called up/unpaid: ordinary share capital, preference shares, legally binding commitments to subscribe and pay subordinated liabilities, initial funds, guarantees, letters of credit.","Deposits with ceding insurers, where number of single name exposure exceeds 15"]
[null,5,"Legally binding commitments which insurer has provided or arranged that may create payment obligations depending on credit standing or default on a counterparty. Includes - guarantees, letters of credit and letters of comfort that are not ancillary own funds.","Commitments received by (re)insurer which have been called up but unpaid as referred to in section 2.5.1 of TS(10)"]
[null,6,"Uncollateralised loans made to group/related entities."]
[null,7]
[null,8]
[null,9]
[null,10]
[null,11]
[null,12]
[null,13]
[null,14]
[null,15]
[]
[null,null,"Notes"]
[null,null,"Counterparties belonging to the same group should not be treated as independent counterparties. See details on how to treat these in TS 2.5.3"]
[null,null,"For guarantees, letters of credit and letters of comfort the loss given default is described in TS 2.5.5"]
[null,null,"Type 2 deposits and insurer commitments may also be treated as Type 1 assets regardless of the number of single name exposures"]