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Oracle® Quantitative Management and Reporting for Solvency II
Readme
Release 2.2.1
Purpose ................................................................................................................................. 5
New Features ........................................................................................................................ 5
Supported Format and Releases ............................................................................................ 5
Supported Format ................................................................................................................. 5
Financial Close Suite Versions Supported .............................................................................. 5
Disclosure Management / Smart View Version Supported .................................................... 6
Supported Platforms ............................................................................................................. 6
HFM Registry Settings ........................................................................................................... 6
Consolidation logic ................................................................................................................. 6
Sparse Data Entry Forms ........................................................................................................ 7
File List ................................................................................................................................. 7
Installation Updates ............................................................................................................ 16
Significant changes in QMR 2.2.1 ........................................................................................... 16
SCR Diversification presentation ............................................................................................ 16
Undertaking / MCR Absolute Floor Settings ............................................................................ 16
BS-C1 Balance Sheet dimensionality ..................................................................................... 16
Known Issues ...................................................................................................................... 17
Language support – Localization ............................................................................................ 17
“Non-Linear” consolidation .................................................................................................... 17
Loss Absorbing Capacity of Technical Provisions / Deferred Tax ................................................. 18
SCR-B3F Man Made Catastrophe Marine Risks ......................................................................... 18
TP-E3: Non-life Insurance Claims Information ......................................................................... 18
14594093 - API USED TO DISPLAY PDF REPORTS DOES NOT FUNCTION PROPERLY ..................... 18
18411718 - ROW SUPPRESSION ISSUE WITH QMR FORMS 02_GROUP_G03\G04 ........................ 18
18519845 - COMBINATION OF 'PAGE BREAK BEFORE' AND POSITION:NONE/RELATIVE IS
INCONSISTENT .................................................................................................................... 18
18645159 - WDEF G04 ALLOW AGGREGATION OF LE01-03 ....................................................... 18
19285554 - DESIGN ISSUE TO RRF AND REMAINING PART FOR THE SCR SCHEDULES ................. 18
19865437 - POPULATION AND CONFIGURATION OF SCRB2A QRT FOR PIM IS INCORRECT IN QMR 19
Defects Fixed and other Updates in This Release – 2.2.1 .................................................... 19
18391163 - QMR RULES ABORT IF WRITE_CELLTEXT_ON IS FALSE .......................................... 19
18614337 - G14 REPORT NET TP NOT TO BE REPORTED FOR METHOD 2 ................................... 19
18885567 - OF_OTHEROWNFUNDS CALCULATION SHOULD BE MOVED ..................................... 19
2
18922413 - S.23.01-OWN FUNDS; WEBFORMS 01_OF_B1_SQ, 02_OF_B1_SA, 04_OF_B1_GQ,
05_OF_B1_GA .................................................................................................................... 19
18994005 - CELL TEXT NOT CLEARING IN 01_ BS_C1/GROUP G14 TEMPLATE ........................... 19
19078485 - QMR 2.2 UNDERTAKING TYPE LIST ...................................................................... 19
19134573 - QMR 2.2 - FLAG "A_MCR_ABSOLUTE_FLOOR_DEFAULT_VALUE" - NEEDS UPDATING . 19
19135625 - 12SCR-B3B [CUSTOM4] DEFAULT POV CHANGE TO NONE ...................................... 19
19136217 - WDEF SCR-B3B COLUMN ORDER FOR NET SCR AND GROSS SCR ............................ 19
19141738 - QMR 2.2 NOT COPYING MARKET RISK CONCENTRATIONS FROM SCR-B3A TO WDEF
11_SCR_B3A...................................................................................................................... 19
19141790 - QMR 2.2 MULTIPLIES INPUT TO CALC NET/GROSS SCR. VALUE AT [ICP NONE] IS
FINAL ................................................................................................................................ 19
19150188 - WDEF SCR-B3A ALLOWS INPUT INTO "COUNTER-CYCLICAL PREMIUM RISK" ............ 20
19150242 - FDQM ASSETS-D1 AND D20 SHOULD NOT HAVE THE SAME CLOSED LIST FOR FIELD
74 .................................................................................................................................... 20
19156881 – “OTHER CRITERIA” IS MISSING IN THE 00_GROUP_G01_SOLOENTRY FORM (AND IN
RULES) ............................................................................................................................. 20
19157045 - MCR_SETUPUNDERTAKINGTYPEGLOBAL - (RE)INSURANCE NOT COMPLETED ........... 20
19157080 - QRT TP-E1 BEST ESTIMATE OF PREMIUM/CLAIM PROVISIONS NEED TO BE NOINPUT 20
19163379 - USER DEFINED KEYWORD CAPTYPE MISSING FROM ADMIN GUIDE ......................... 20
19164960 - INCLUDE TPE1_CLAIMPROV_INPUT ACCOUNT IN THE EXCEL DATAMODEL XLS ......... 20
19166807 - QMR FDM QRT'S - NEED TO SECURE REPORTING DATA BY ENTITY / BUSINESS UNIT 20
19180273 - 02_REVIEWBASICINFORMATION FORM ALLOWS CELL TEXT ENTRY WHICH DOES NOT
CLEAR ............................................................................................................................... 20
19208480 - FDQM ACCOUNT ASSETS-OTHERINVERSTMENTS MISSING FROM
QMR_ASSETS_ACCOUNT SCRIPT .......................................................................................... 20
19208518 - QMR WDEF BS-C1 QMR IS NOT PERFORMING EIOPA'S CHECK FOR L26 CELL ........... 20
19209282 - TAIWAN DOLLAR SHOULD BE ADDED TO CURRENCY LIST ...................................... 20
19210440 - WRONG SPELLING OF LIECHTENSTEIN ................................................................ 21
19229289 - SCR-B3F ADITIONAL FIELDS ARE REQUIRED ........................................................ 21
19246442 - VALIDATIONS CELLS A4 A7 A8 AND A9 ON BS-C1D BETWEEN BS-C1D AND BS-C1 ARE
WRONG ............................................................................................................................. 21
19246537 - NEED INPUT IN SOME CELLS IN GROUP G14 IF "INPUT_SII_AT_GROUP" WITH "TRUE"
........................................................................................................................................ 21
19249511 - QMR MEMBERLIST FILE DOESNT FINISH LOADING IN SOME CIRCUMSTANCES ......... 21
19249735 - TOTAL ELIGIBLE OWN FUNDS TO MEET THE SCR - TIER1 RESTRICTED INCORRECT
CALC ................................................................................................................................. 21
19261250 - SCR-B3F INCORRECT CALCULATION ON 3 LINKED FORMS ..................................... 21
19279777 - QMR 2.2 - REQUEST TO ADD SECURITY BY QRT FOR THE FDM QRT'S ...................... 21
19285394 - MCR-B4 - ABSOLUTE FLOOR OF THE MCR NOT UPDATE TO OMNIBUS II
REQUIREMENTS ................................................................................................................. 21
19286730 - SOME CELLS IN MCR-B4 ARE NOT REQUIRED FOR PREPARATORY PHASE ................. 21
19287144 - WRONG SCALAR VALUES USED FOR A1 AND A18 CALCULATION ............................. 21
3
19294343 - G03 IS NOT ADDING REINSURANCE NON--EEA COMPANIES TO THE LIST OF ENTITIES
........................................................................................................................................ 21
19294873 - WDEF SCR-B3C ALLOW INPUT OF ASSETS AND LIABILITIES AFTER SIMPLIFICATION
INPUT ............................................................................................................................... 21
19312273 - WDEF SCR-B3D CELLS B21, B22, B23 SHOULD NOT LINK TO SCR-B3F .................... 21
19312385 - FR CELL TEXT DISPLAY MUST BE AMENDED WHERE XBRL TAGS HAVE BEEN ADDED . 22
19312440 - CELL A001 NEEDS TO BE ADDED TO SCR-B2A FR REPORT ..................................... 22
19313125 - G04 REPORT RULES NEED MODIFYING FOR UNDERTAKING TYPES .......................... 22
19313644 - FUNCTION ISBASERFF(POV_ENTITY) DOESN'T INCLUDE CONSOLIDATED RFF ENTITIES
........................................................................................................................................ 22
19314973 - SCR-B3F - CORRELATION MATRIXES ERRORS....................................................... 22
19322245 - QMR 2.2.0 - A19 CELL (EIOPA) IN SCR-B2A FORM SHOULD BE NOINPUT ................. 22
19323851 - BS-C1 FORM CONTAINS UNNECESSARY DATA CELLS ............................................. 22
19333974 - QMR 2.2.0 MARKET RISK CORRELATION TABLE - INTEREST RATE UP SHOCK ........... 22
19335237 - QMR 2.2 - G14 - ONLY FOR INSURANCE COMPANIES ............................................. 22
19337034 - WRONG CALCULATION IN ONE CELL .................................................................... 22
19344879 - SCALAR VALUES NEED UPDATE - IMPACT IN SCR-B3D AND SCR-B3E ...................... 22
19346431 - QMR - G01 QRT - BASIS OF PRESENTATION BALANCE SHEET ................................. 22
19347947 - REQUEST FOR SECOND SET OF QRT REPORTS- GREY OUT FIELDS NOT RELEVANT TO
INTERIM M ........................................................................................................................ 22
19353845 - NEW CELLS A22A AND A23A REQUIRED IN SCHEDULE ASSETS-D1 / S.06.02 ........... 22
19386782 - RULES ERROR WHILE CONSOLIDATING - CONS RFFS ............................................ 22
19387062 - RULES FOR WRITTING "METHOD CHOSEN AND UNDER METHOD 1" WRONG FOR PSI
AND PSI_FR ....................................................................................................................... 23
19416207 - QMR_ASSET_PARTICIPATION SCRIPT FDM CODES FOR FINANCIAL ENTITIES ........... 23
19429107 - QMR_ASSETS_CIC VALIDATION IN QMR FDM NEEDS CORRECTING FOR ADDITIONAL
MEMBERS .......................................................................................................................... 23
19430914 - QMR_ASSETS_CIC LIST NEEDS CORRECTING IN DOCUMENTATION ........................ 23
19466189 - ENHANCEMENT REQUEST FOR A NEW ENTITYTYPE ................................................ 23
19466343 - INCLUDE OPERATIONAL RISK IN THE PARTIAL INTERNAL MODEL ........................... 23
19466403 - UNABLE TO CONSOLIDATE ZEROES FOR G01 ....................................................... 23
19481035 - CIC CODE VALIDATIONS FOR ASSETS-D1 AND ASSETS-D2O NOT CORRECT ............ 23
19489753 - GROSS AND NET FUTURE DISC BENEFITS INCORRECT IN SCR-B2C AND SCR-B2B
REPORTS ........................................................................................................................... 23
19491100 - G01 PCT USED IN ESTABLISHING ACCTING CONSOL ACCTS (CELL N1) IS INCORRECT
........................................................................................................................................ 23
19492466 - QMR 2.2 - SCR-B3F PANDEMIC RISK CELLS CANNOT BE POPULATED ...................... 23
19523380 - PROVIDE OPTION FOR PARENT LEVEL INPUT OF BEFORE SHOCK ASSETS/LIABILITIES
........................................................................................................................................ 23
19538444 - CONSOLIDATED ERROR ON RFF ON DIVERSIFICATION ACCOUNTS E.G. SCRB2A ...... 23
19540132 - REVISE VALIDATION SCRIPT FOR ASSETS-D2O CELL A29 ...................................... 23
4
19570042 - DIVERSIFICATION EFFECT TO BE DISPLAYED AS NEGATIVE NUMBER ...................... 24
19570088 - UPDATE TEMPLATE LAYOUT, HEADERS, CAPTIONS ................................................ 24
19570111 - ALIGN ALL TEXT DISPLAY STRINGS WITH DPM ..................................................... 24
19570135 - ADD CELLS A12 / A13 TO BUSINESS INFORMATION / S.01.02 SCHEDULE................ 24
19579347 - ADD NACE CODE VALIDATION TO ASSETS-D1 / S.06.02 CELL A9 ........................... 24
19579430 - CHANGE VALIDATION FOR ASSETS-D1 / S.06.02 AND ASSETS-D2O / S.08.01 ......... 24
19585132 - SCR-B3A / S.26.01 CELL A19 SHOULD BE NOINPUT .............................................. 24
19585781 - REMOVE CAPTIVE SIMPLIFICATION FROM COUNTERPARTY< LIFE AND HEALTH SCR
SCHEDULES ....................................................................................................................... 24
19587422 - DISABLE EIOPA DATA CHECKS NOT APPLICABLE IN THE PREPARATORY REPORTING
PHASE ............................................................................................................................... 24
19588287 - ADD STATUTORY SUMMARY ENTRY FOR SUBORDINATED LIABILITIES IN BS-C1
SCHEDULE ......................................................................................................................... 24
19612197 - OF_B1_GROUP REPORT NEEDS UPDATING FOR RATIOSCR, RATIOMINSCR AND
OFG_DANDAS .................................................................................................................... 24
19612496 - ADD ENTITY LABEL AS A FIELD TO ASSETS-D1 AND ASSETS-D2O EXTRACT FILES ... 24
19654026 - QMR 2.2 - FDM QRT'S - BLANK CURRENCY CODE ACCEPTED ON THE UPLOAD FILE ... 24
19661827 - FDM IMPORT SCRIPT "QMR_CURRENCY" MISSING SOME COUNTRY CODES .............. 25
19662641 - SCR B3F CELLS KA4 KE4 AND KA7 KE7 8203 ARE LOCKED IN THE WEBFORM SHOULD
BE INPUT ........................................................................................................................... 25
19673304 - QMR 2.2 - REJ2 VALIDATION FOR THE RE_LIMITPCT ............................................. 25
19676894 - ADD "UNDERTAKING" TO THE ID CODE TYPE VALIDATION FOR ASSETS-D1 / D2O .... 25
19679064 - CELL Q1 S.32.01 CURRENTLY DRIVEN BY CONSOLIDATION METHOD NOT ENTITY .... 25
19687991 - QMR 2.2 - TPE1 AND TPF1 - COUNTRY ANALYSIS - FOUR VALID COUNTRIES REJECTED
........................................................................................................................................ 25
19688064 - QMR 2.2 - TPE1-TPF1 NON-INTERIM MEASURES ACCOUNTS NOT ROLLING UP
CORRECTLY ....................................................................................................................... 25
19688176 - QMR 2.2 - BSC1D - QRT DISPLAYING UNWANTED CURRENCY ROWS ....................... 25
19688256 - QMR 2.2 - G04 DATA ENTRY FORM DOES NOT ALLOW ENTRY FOR LEGAL ENTITIES .. 25
19704620 - MODIFY RULES TO MAKE EITHER S.28.01 (MCR-B4A) OR S.28.02 (MCR-B4B) NOT
REPORTED ......................................................................................................................... 25
19719657 - QMR FDM ASSET REPORTS FAIL WITH MANY ASSET RECORDS ............................... 25
19774445 - WEB FORMS 02_BS_C1B AND 02_BS_C1B_DATAENTRY ARE NOT WORKING FOR NON-
ADMIN USERS .................................................................................................................... 25
19814500 - CURRENY ISSUES IN CURRENCY/METADATA C3 & C4 ............................................ 25
19874723 - MODIFY MCR NO-INPUT, CALC AND DATA CLEAR RULES TO USE UD FIELDS SETTINGS
ONLY ................................................................................................................................ 26
19875143 - MCR LINEAL CALCULATION BUG ......................................................................... 26
Documentation Updates ...................................................................................................... 26
More Information ................................................................................................................ 26
5
Purpose
This document includes important, late-breaking information about this release of Oracle Quantitative
Management and Reporting for Solvency II (QMR) for Financial Close Suite 11.1.2.1, 11.1.2.2 and
11.1.2.3.
New Features
This is the seventh release of Oracle Quantitative Management and Reporting for Solvency II and is
designed to meet the QRT reporting requirements defined in the “EIOPA Final Report on Public
Consultation No. 13/010” document (EIOPA_13_415_Final_Report_on_CP10.pdf) and updated in
subsequent EIOPA publications.
QMR 2.2.1 also supports XBRL Reporting in conjunction with Disclosure Management 11.1.2.3.585. A
mapping file is provided with QMR 2.2.1 that can be loaded to Disclosure Management via the new
Microsoft® Office® Add-In. Updates to QMR 2.2.1 and the mapping file will generate an XBRL instance
document based on the EIOPA v1.5.2 Solvency II Taxonomy. Note that the Disclosure Management
PSU might not be available until shortly after the release of QMR 2.2.1.
The QMR 2.2.1 updates made to the application do retain metadata labels from prior versions as much
as is practical. This should help to reduce any new mapping requirements. However, for some
schedules, new or revised metadata members have been added to meet the revised EIOPA
specifications. Loading the Financial Reports zip file will create a QMR 2.2.1 folder label.
For all templates included in the CP 13/010 document, the metadata, member lists, rules, data entry
forms and reports have been revised and updated subsequent to QMR 2.1.1. Notably, all of these
schedules now display a “Template Code” in the report header when a valid POV is selected. This
template code is as defined in the CP 13/010 document (pp 532 – 534). For all QRTs not included in
the CP 13/010 document, the metadata, member lists, rules, data entry forms and reports are
essentially unchanged and reflect the previous July 2012 specifications. Some (but not all) bugs and
enhancements have been addressed for the July 2012 schedules.
It is strongly recommended that all clients currently using 11.1.2.1 plan to upgrade to 11.1.2.3. We
anticipate that after the Interim Reporting release, it will be necessary to make use of the extended
dimensionality of the newer versions of HFM, specifically by adding a fifth custom dimension.
Supporting QMR on the newer versions only will also allow the use of POV-Dynamic member lists which
will reduce the need for separate Data Entry forms for different types of entities and periods.
Supported Format and Releases
Supported Format
The current version of QMR is built using the “Classic” files and not using EPMA or Calc Manager.
Financial Close Suite Versions Supported
The application has been developed and tested on Financial Close Suite 11.1.2.1, 11.1.2.2 and
11.1.2.3. Other versions of the Close Suite are not supported.
The following or a more recent FCM Patch Set Update (PSU) must be applied:
- FCM 11.1.2.1: PSU: 11.1.2.1.103
The following or a more recent FDM PSU must be applied:
- FDM 11.1.2.1: PSU: 11.1.2.1.503 (patch 16582335, 32-bit version for all environments)
- FDM 11.1.2.2: PSU: 11.1.2.2.301
6
- PSU 301 resolves the issue of Validation reports not opening on completion of the data load.
Reports can still otherwise be opened manually if PSU 301 is not installed.
The following or a more recent Financial Reporting PSU must be applied:
- FR 11.1.2.1: PSU: 11.1.2.1.138
- FR 11.1.2.2: PSU: 11.1.2.2.315
- FR 11.1.2.3: PSU: 11.1.2.3.502
The following or a more recent HFM PSU must be applied:
- HFM 11.1.2.1: PSU: 11.1.2.1.602
- HFM 11.1.2.2: PSU: 11.1.2.2.304
- HFM 11.1.2.3: PSU: 11.1.2.3.501
Disclosure Management / Smart View Version Supported
The Disclosure Management / Smart View requirements apply only if XBRL reporting is required.
The following or a more recent Disclosure Management PSU must be applied:
- DM 11.1.2.3: PSU: 11.1.2.3.585
Note that DM 11.1.2.3.585 might not be available until after the release of QMR 2.2.1.
The following or a more recent Smart View PSU must be applied to environments on which the DM
Add-In for QMR will be installed:
- SV 11.1.2.5: PSU: 11.1.2.5.200
Supported Platforms
This release applies to all supported platforms. To ensure that data entry forms display correctly in
11.1.2.2 and 11.1.2.3, please ensure that Internet Explorer 8 compatibility settings are turned off.
HFM Registry Settings
Consolidation logic
Based on the requirement to copy data from base entity to base entity during the consolidation
process, it may be necessary to run a consolidation more than once in order to obtain an OK status at
the top entity member. A registry change can reduce the number of consolidations required.
The revised logic will allow the recalculation of a base entity multiple times within a single
consolidation process should the calculation status not be OK after each iteration of calculation. This
will resolve a situation in which an Impact Status rule running from one entity impacts another entity
that had already been calculated.
A default registry setting must be changed to enable the alternative consolidation logic. To check / edit
the registry setting:
• Use RegEdit to modify the registry key: MaxNumRetriesOfBaseLevelCalculation in path:
HKEY_LOCAL_MACHINE\SOFTWARE\Hyperion Solutions\Hyperion Financial Management\Server \
• If this key exists, change the value to a positive integer (e.g. 1, 2, 3 etc.). The integer indicates
the maximum number of additional calculations permitted. A zero or negative number will retain
the existing default behaviour. A larger number will be more likely to result in an OK status but
may cause performance degradation. A setting of 1 should be sufficient for the QMR application.
The registry change must be performed on every Application Server. If this registry key does not
exist, use RegEdit to add the key as a new DWORD.
7
Sparse Data Entry Forms
A formatting issue in HFM 11.1.2.1 has been noted as a result of the design of some Data Entry Forms.
A default registry setting must be changed to correct the formatting. To check / edit the registry
setting:
• Use RegEdit to modify the registry key: WDEFSparseRetrieval in path:
HKEY_LOCAL_MACHINE\SOFTWARE\Hyperion Solutions\Hyperion Financial Management\Server \
• If this key exists, change the value to zero (0). The registry change must be performed on every
Application Server. If this registry key does not exist, use RegEdit to add the key as a new
DWORD.
File List
All files required to build the Oracle Quantitative Management and Reporting for Solvency II application
are included in this release. Note that the HFM Profile/Calendar and Metadata files are different for FCS
11.1.2.1 and FCS 11.1.2.2 / 11.1.2.3. The HFM files named 11.1.2.2 are also compatible with
11.1.2.3. For FDM, the XML files are different for each of the three supported versions and for Oracle
and Microsoft SQL databases. All other files are identical. Please ensure that the files for the correct
FCS version are used.
Files that have been updated since the previous release (2.2.0.0.100) are annotated with an asterisk
(*), new QMR 2.2.1 files are annotated with a double asterisk (**).
Some Data Entry Forms related to the schedules required for Interim Reporting have been updated in
QMR 2.2.1. Changes have been made to other forms only if bugs / enhancements related to those
forms have been addressed.
01 HFM CALENDAR PROFILE (name of file only updated)
- QMR_Profile_2.2.1_HFM_11.1.2.1_EN_QTD.per
- QMR_Profile_2.2.1_HFM_11.1.2.1_EN_DE_ES_FR_NL_QTD.per
- QMR_Profile_2.2.1_HFM_11.1.2.2_EN_QTD.per
- QMR_Profile_2.2.1_HFM_11.1.2.2_EN_DE_ES_FR_NL_QTD.per
02 HFM METADATA
- QMR_Metadata_2.2.1_HFM_11.1.2.1_EN.xml (*)
- QMR_Metadata_2.2.1_HFM_11.1.2.1_EN_DE_ES_FR_NL.xml (*)
- QMR_Metadata_2.2.1_HFM_11.1.2.2_EN.xml (*)
- QMR_Metadata_2.2.1_HFM_11.1.2.2_EN_DE_ES_FR_NL.xml (*)
03 HFM MEMBER LISTS
- QMR_MemberLists_2.2.1.lst (*)
04 HFM RULES
- QMR_Rules_2.2.1.rle (*)
05 HFM DATA ENTRY FORMS (*)
- QMR221Forms.zip (*)
01_Configuration_Global
SCR_SetupAuthorizedModel.wdf
8
SCR_SetupPartialAndInternalModel.wdf
02_Configuration_Local
SCR_Simplification.wdf
03_Admin_Global
EntityExchangeRates_Extract.wdf
ExchangeRatesEntry.wdf
SCRCorr_BasicSCRGlobal.wdf
SCRCorr_CtrPtyRiskGlobal.wdf
SCRCorr_CtrPtyType1RiskGlobal.wdf
SCRCorr_EquityRiskGlobal.wdf
SCRCorr_GeoDiversificationPreset.wdf
SCRCorr_HealthCatastropheRiskGlobal.wdf
SCRCorr_HealthNSLTPremResRiskGlobal.wdf
SCRCorr_HealthNSLTUWriteRiskGlobal.wdf
SCRCorr_HealthSLTUWriteRiskGlobal.wdf
SCRCorr_HealthUWriteRiskGlobal.wdf
SCRCorr_InternalModelGlobal.wdf
SCRCorr_InternalModelRFFGlobal.wdf
SCRCorr_LifeUWriteRiskGlobal.wdf
SCRCorr_MarketRiskDownGlobal.wdf
SCRCorr_MarketRiskGlobal.wdf
SCRCorr_MarketRiskUpGlobal.wdf
SCRCorr_NonLifeCatCreditRiskGlobal.wdf
SCRCorr_NonLifeCatEarthquakeRiskGlobal.wdf
SCRCorr_NonLifeCatFloodRiskGlobal.wdf
SCRCorr_NonLifeCatHailRiskGlobal.wdf
SCRCorr_NonLifeCatLiabilityRiskGlobal.wdf
SCRCorr_NonLifeCatManMadeRiskGlobal.wdf
SCRCorr_NonLifeCatMarineRiskGlobal.wdf
SCRCorr_NonLifeCatNaturalRiskGlobal.wdf
SCRCorr_NonLifeCatOtherRiskGlobal.wdf
SCRCorr_NonLifeCatRiskGlobal.wdf
SCRCorr_NonLifeCatWindstormRiskGlobal.wdf
SCRCorr_NonLifePremResRiskGlobal.wdf
SCRCorr_NonLifeUWriteRiskGlobal.wdf
SCRCorr_PartIntModelGlobal.wdf
SCRCorr_PartIntModelRFFGlobal.wdf
SCRCorr_StdAndPartIntModelGlobal.wdf
SCRCorr_StdModelRFFGlobal.wdf
04_Admin_Local
01_SetupReportingContent
02_ReviewBasicInformation.wdf (*)
SCRCorr_BasicSCR.wdf
SCRCorr_CtrPtyRisk.wdf
SCRCorr_CtrPtyType1Risk.wdf
SCRCorr_EquityRisk.wdf
SCRCorr_HealthCatastropheRisk.wdf
SCRCorr_HealthNSLTPremResRisk.wdf
SCRCorr_HealthNSLTUWriteRisk.wdf
SCRCorr_HealthSLTUWriteRisk.wdf
SCRCorr_HealthUWriteRisk.wdf
SCRCorr_LifeUWriteRisk.wdf
SCRCorr_MarketRisk.wdf
SCRCorr_MarketRiskDown.wdf
SCRCorr_MarketRiskUp.wdf
SCRCorr_NonLifeCatCreditRisk.wdf
9
SCRCorr_NonLifeCatEarthquakeRisk.wdf
SCRCorr_NonLifeCatFloodRisk.wdf
SCRCorr_NonLifeCatHailRisk.wdf
SCRCorr_NonLifeCatLiabilityRisk.wdf
SCRCorr_NonLifeCatManMadeRisk.wdf
SCRCorr_NonLifeCatMarineRisk.wdf
SCRCorr_NonLifeCatNaturalRisk.wdf
SCRCorr_NonLifeCatOtherRisk.wdf
SCRCorr_NonLifeCatRisk.wdf
SCRCorr_NonLifeCatWindstormRisk.wdf
SCRCorr_NonLifePremResRisk.wdf
SCRCorr_NonLifeUWriteRisk.wdf
09_FS
01_FS_1_A.wdf
01_FS_1_Q.wdf
02_Non_Insurance.wdf
10_Assets
00_Assets_Summary.wdf
01_Assets_D3
02_Assets_D3_DataEntry
11_BS
01_BS_C1.wdf (*)
02_BS_C1B.wdf
02_BS_C1B_DataEntry.wdf
03_BS_C1D.wdf (*)
12_CountryCover
01_Country_K1.wdf (*)
02_Cover_A1A_NonLife.wdf
03_Cover_A1A_Life.wdf
04_Cover_A1Q_NonLife.wdf
05_Cover_A1Q_Life.wdf
13_OF
01_OF_B1_SQ.wdf (*)
02_OF_B1_SA.wdf (*)
04_OF_B1_GQ.wdf (*)
05_OF_B1_GA.wdf (*)
15_SCR
00_SCR_B2ABC.wdf
01_SCR_B2A_RFF.wdf
01_SCR_B2A.wdf
02_SCR_B2B.wdf (*)
03_SCR_B2C.wdf
11_SCR_B3A.wdf (*)
12_SCR_B3B.wdf (*)
13_SCR_B3C.wdf
14_SCR_B3D.wdf
15_SCR_B3E.wdf
16_SCR_B3F.wdf (*)
17_SCR_B3G.wdf
16_MCR
01_MCR_B4.wdf
17_TP
01_TP_F1Q_Life.wdf
02_TP_F1Q_Health.wdf
10
03_TP_F1_Life.wdf
04_TP_F1_Health.wdf
05_TP_F2.wdf
06_TP_F4.wdf
11_TP_E1Q.wdf
12_TP_E1.wdf (*)
14_TP_E2.wdf
15_TP_E3.wdf
16_TP_E4.wdf
17_TP_E6.wdf
18_TP_E7A.wdf
19_TP_E7B.wdf
18_Re
01_Re_J1_NonLife.wdf
01_Re_J1_NonLife_DataEntry.wdf
02_Re_J1_Life.wdf
02_Re_J1_Life_DataEntry.wdf
03_Re_J2.wdf
03_Re_J2_DataEntry.wdf
04_Re_J2_ParentSolo.wdf
05_Re_J2_Group.wdf
06_Re_J3.wdf
06_Re_J3_DataEntry.wdf
07_Re_J3_ParentSolo.wdf
08_Re_J3_Group.wdf
09_Re_SPV.wdf
09_Re_SPV_DataEntry.wdf
10_Re_SPV_ParentSolo.wdf
11_Re_SPV_Group.wdf
21_Group
00_Group_SoloEntry.wdf (**) - replacing 00_Group_G01_SoloEntry.wdf
- replacing 02_Group_G03_DataEntry.wdf
- replacing 03_Group_G04_DataEntry.wdf
01_Group_G01.wdf
02_Group_G03.wdf
03_Group_G04.wdf
04_Group_G14_DataEntry.wdf (**)
04_Group_G14.wdf (*)
96_DataChecks
01_DataChecks.wdf
97_Validation_Global
SCRCorr_ValidateGlobal.wdf
98_Validation_Local
01_Validations.wdf
02_Validations_DataEntry.wdf
03_Validations_BS.wdf
SCRCorr_Validate.wdf
99_System
Assets_D3_Details
BS_C1_ICDetails.wdf
BS_C1_ICParticipations.wdf
BS_C1B_Collateral.wdf
BS_C1B_Contingencies.wdf
11
BS_C1B_Contingencies_DataEntry.wdf
BS_C1B_Details_Contingencies.wdf
BS_C1B_Details_Contingencies_NoSuppress.wdf
BS_C1B_Details_Contingencies_Summary.wdf
BS_C1B_Details_Guarantees.wdf
BS_C1B_Details_Guarantees_NoSuppress.wdf
BS_C1B_Details_Guarantees_Summary.wdf
BS_C1B_Guarantees.wdf
BS_C1B_Guarantees_DataEntry.wdf
BS_C1B_ICDetails.wdf
BS_C1D_Currency.wdf
BS_C1D_ICDetails.wdf
Country_K1_Countries.wdf
Country_K1_CountriesAverage.wdf
Cover_A1_Life_Countries.wdf
Cover_A1_NonLife_Countries.wdf
Group_G01_Details.wdf (*)
Group_G14_Details.wdf
MCR_Details_SCR.wdf
MCR_ICDetails_CapAtRisk.wdf
MCR_ICDetails_Prov.wdf
MCR_ICDetails_ProvPrem.wdf
OF_B1_Details_Ancillary.wdf
OF_B1_Details_Ancillary_Group.wdf
OF_B1_Details_PrefShares.wdf
OF_B1_Details_PrefShares_Group.wdf
OF_B1_Details_RFF.wdf
OF_B1_Details_RFF_Group.wdf
OF_B1_Details_SubLiabilities.wdf
OF_B1_Details_SubLiabilities_Group.wdf
OF_B1_Details_SubMutual.wdf
OF_B1_Details_SubMutual_Group.wdf
OF_B1_Flows_Ancillary.wdf
OF_B1_Flows_Ancillary_Group.wdf
OF_B1_Flows_DefTaxes.wdf
OF_B1_Flows_InitialFunds.wdf
OF_B1_Flows_OrdShares.wdf
OF_B1_Flows_OtherItems.wdf
OF_B1_Flows_OtherItems_Group.wdf
OF_B1_Flows_PrefShares.wdf
OF_B1_Flows_PrefShares_Group.wdf
OF_B1_Flows_SharePremium.wdf
OF_B1_Flows_SubLiabilities.wdf
OF_B1_Flows_SubLiabilities_Group.wdf
OF_B1_Flows_SubMutual.wdf
OF_B1_Flows_SubMutual_Group.wdf
OF_B1_Flows_SurplusFunds.wdf
OF_B1_Flows_Tiers.wdf
OF_B1_NetAssets.wdf
OF_B1_NetAssets_Group.wdf
OF_B1_Trans_Ancillary.wdf
OF_B1_Trans_Ancillary_Group.wdf
OF_B1_Trans_OtherItems.wdf
OF_B1_Trans_OtherItems_Group.wdf
OF_B1_Trans_OtherNonReserve.wdf
OF_B1_Trans_OtherNonReserve_Group.wdf
OF_B1_Trans_Participations.wdf
12
OF_B1_Trans_Participations_Group.wdf
OF_B1_Trans_PrefShares.wdf
OF_B1_Trans_PrefShares_Group.wdf
OF_B1_Trans_SubLiabilities.wdf
OF_B1_Trans_SubLiabilities_Group.wdf
OF_B1_Trans_SubMutual.wdf
OF_B1_Trans_SubMutual_Group.wdf
POF_B1_Trans_Participations.wdf
POF_B1_Trans_Participations_DataEntry.wdf
POF_Trans_OtherParticipations.wdf
POF_Trans_OtherParticipations_DataEntry.wdf
POF_Trans_Participations.wdf
POF_Trans_Participations_DataEntry.wdf
Re_J2_Details.wdf
Re_J3_Details.wdf
Re_SPV_Details.wdf
SCR_B2A_CapAddOns.wdf
SCR_B3B_CapChg_ICDetails.wdf
SCR_B3D_StdDev.wdf
SCR_B3D_Vol.wdf
SCR_B3E_StdDev.wdf
SCR_B3E_Vol.wdf
SCR_B3F_CatHealth.wdf (*)
SCR_B3F_CatHealthAccidentConc.wdf
SCR_B3F_CatHealthMassAccident.wdf
SCR_B3F_CatHealthPandemic.wdf (*)
SCR_B3F_CatManMade.wdf
SCR_B3F_CatManMadeAviation.wdf
SCR_B3F_CatManMadeCredit.wdf (*)
SCR_B3F_CatManMadeLiability.wdf (*)
SCR_B3F_CatManMadeMarine.wdf (*)
SCR_B3F_CatManMadeMarine_Platform.wdf (**)
SCR_B3F_CatManMadeMarine_Vessel.wdf (**)
SCR_B3F_CatNatEarthquake.wdf
SCR_B3F_CatNatFlood.wdf
SCR_B3F_CatNatHail.wdf (*)
SCR_B3F_CatNatWindstorm.wdf (*)
SCR_B3F_CatNatReins.wdf
SCR_B3F_CatNatSubsidence.wdf
SCR_B3F_CatNonLife.wdf (*)
SCR_B3F_CatOther.wdf (*)
SCR_B3x_VolGeoDiv.wdf
SCR_CapChg_ICDetails.wdf
SCR_CapChg_Simplification.wdf
TP_E1_Geo.wdf
TP_E7A_Details.wdf
TP_F1_Health_Geo.wdf
TP_F1_Life_Geo.wdf
TP_F2_RecovReins.wdf
06 FINANCIAL REPORTS
- QMR221FinancialReports.zip (*)
Containing
04_Admin_Local (*)
Content.des
BI.des (*)
13
09_FS
FS-1-A.des
FS-1-Q.des
10_Assets
Assets-D3.des
11_BS
BS-C1.des (*)
BS-C1B.des
BS-C1D.des (*)
BS-C1-IFRS.des (*)
BS-C1-LocalGAAP.des (*)
BS-C1-GlobalGAAP.des (**)
12_CountryCover
Country-K1.des
Cover-A1A-Life.des
Cover-A1A-NonLife.des
Cover-A1Q-Life.des
Cover-A1Q-NonLife.des
13_OF
OF-B1-Group.des (*)
OF-B1-Solo.des (*)
15_SCR
SCR-B2ABC.des
SCR-B2A.des (*)
SCR-B2B.des (*)
SCR-B2C.des (*)
SCR-B3A.des (*)
SCR-B3B.des (*)
SCR-B3C.des (*)
SCR-B3D.des (*)
SCR-B3E.des (*)
SCR-B3F-1.des (*)
SCR-B3F-2.des
SCR-B3F-3.des
SCR-B3F-4.des
SCR-B3G.des (*)
16_MCR
MCR-B4.des (*)
17_TP
TP-E1.des (*)
TP-E1Q.des (*)
TP-E2.des
TP-E3.des
TP-E4.des
TP-E6.des
TP-E7A.des
TP-E7B.des
TP-F1.des (*)
TP-F1Q.des (*)
TP-F2.des
TP-F4.des
18_Re
Re-J1-Life-Basic.des
14
Re-J1-Life-Shares.des
Re-J1-NonLife-Basic.des
Re-J1-NonLife-Shares.des
Re-J2-Basic.des
Re-J2-Group.des
Re-J2-Shares.des
Re-J3.des
Re-J3-Group.des
Re-J3-Group-Q.des
Re-J3-Q.des
Re-SPV.des
Re-SPV-Group.des
21_Group
G01.des (*)
G03.des (*)
G04.des (*)
G14.des (*)
96_DataChecks
DataChecks.des
99_System
QMRFooterCentre.rot
QMRFooterCentreSection.rot
QMRFooterLeft.rot
QMRFooterRight.rot
QMRHeaderContextLabels.rot
QMRHeaderContextMembers.rot
QMRHeaderDescription.rog
QMRHeaderEntity.rot
QMRHeaderEntityDesc.rot
QMRHeaderEntityLabelDesc.rot
QMRHeaderLoB.rot
QMRHeaderModel.rot
QMRHeaderReportDesc.rot
QMRHeaderTemplateCode.rot
QMRLogo.roi
07 FCM
- QMR_2.0.0_FCM_DE.csv
- QMR_2.0.0_FCM_EN.csv
- QMR_2.0.0_FCM_ES.csv
- QMR_2.0.0_FCM_FR.csv
- QMR_2.0.0_FCM_NL.csv
08 FDM
- QMR_2.2.1_FDM_11.1.2.1_OracleDB.xml (*)
- QMR_2.2.1_FDM_11.1.2.1_SQLServerDB.xml (*)
- QMR_2.2.1_FDM_11.1.2.2_OracleDB.xml (*)
- QMR_2.2.1_FDM_11.1.2.2_SQLServerDB.xml (*)
- QMR_2.2.1_FDM_11.1.2.3_OracleDB.xml (*)
- QMR_2.2.1_FDM_11.1.2.3_SQLServerDB.xml (*)
15
09 TEST DATA
FDM
QMR_TestData_Assets_D1.txt (*)
QMR_TestData_Assets_D1S.txt
QMR_TestData_Assets_D2O.txt (*)
QMR_TestData_Assets_D2T.txt
QMR_TestData_Assets_D4.txt
QMR_TestData_Assets_D5.txt
QMR_TestData_Assets_D6.txt
QMR_TestData_Assets_Ref.txt
QMR_TestData_Group_IGT1.txt
QMR_TestData_Group_IGT2.txt
QMR_TestData_Group_IGT3.txt
QMR_TestData_Group_IGT4.txt
QMR_TestData_Group_RC.txt
QMR_TestData_TP_F3.txt
QMR_TestData_TP_F3A.txt
QMR_TestData_TP_F3B.txt
QMREntityDetails.txt (*)
QMREntityHierarchy.txt (*)
QMRExchangeRates_Actual_2012_QA.txt
HFM\2012Q1
QMR_2.2.0_EIOPAData2012Q1.dat
QMR_2.2.0_ExchangeRates2012Q1.dat
QMR_2.2.0_GlobalData2012Q1.dat
QMR_2.2.1_TestData2012Q1_LE01.dat (*)
QMR_2.2.0_TestData2012Q1_Ownership.dat
HFM\2012QA
QMR_2.2.1_EIOPAData2012QA.dat (*)
QMR_2.2.0_ExchangeRates2012QA.dat
QMR_2.2.0_GlobalData2012QA.dat
QMR_2.2.1_TestData2012QA_Group.dat (*)
QMR_2.2.1_TestData2012QA_LE01.dat (*)
QMR_2.2.1_TestData2012QA_LE01RFF1.dat (*)
QMR_2.2.1_TestData2012QA_LE01RFF2.dat (*)
QMR_2.2.1_TestData2012QA_LE02.dat (*)
QMR_2.2.0_TestData2012QA_LE03.dat
QMR_2.2.1_TestData2012QA_LE04_Branch1.dat (*)
QMR_2.2.0_TestData2012QA_LE04_Branch11.dat
QMR_2.2.1_TestData2012QA_LE04_RFF1.dat (**)
QMR_2.2.1_TestData2012QA_LE05.dat (*)
QMR_2.2.0_TestData2012QA_LE06.dat
QMR_2.2.1_TestData2012QA_LE06RFF1.dat (**)
QMR_2.2.0_TestData2012QA_LE07.dat
QMR_2.2.1_TestData2012QA_LE08.dat (*)
QMR_2.2.1_TestData2012QA_LE09.dat (*)
QMR_2.2.1_TestData2012QA_LE10.dat (*)
QMR_2.2.0_TestData2012QA_Ownership.dat
10 HFM LOCALIZATION
- QMR_Metadata_Localization_2.2.1_DE.txt (*)
- QMR_Metadata_Localization_2.2.1_ES.txt (*)
- QMR_Metadata_Localization_2.2.1_FR.txt (*)
- QMR_Metadata_Localization_2.2.1_NL.txt (*)
16
11 DOCUMENTATION
- QMR_AdminGuide_2.2.1.pdf (*)
- QMR_UserGuide_2.2.1.pdf (*)
- QMR_Metadata_2.2.1_Changes.xlsx (*)
- QMR_DataModel_2.2.1.xlsx (*)
12 XBRL
- QMR_XBRLMapping_2.2.1.txt (**)
- QMR_XBRLMapping_2.2.1.xslx (**)
Installation Updates
This release of Oracle Quantitative Management and Reporting for Solvency II is version 2.2.1. As new
updates are released, only the most recent version will be supported. Any changes to the standard
application files must be applied to client applications in order to remain supported.
To identify changes to the Member Lists or Rules file, search the file for the defect or enhancement
number noted at the top of the file under “Change Control History”. Changes to Web Data Entry Forms
are similarly annotated. Changes to Financial Reports are noted in a hidden grid at the bottom of the
report (the change history can be viewed by editing the report in Financial Reporting Studio and
viewing the contents of the hidden grid). Metadata changes are documented in the Excel file
“QMR_Metadata_2.2.1_Changes.xlsx”.
It is recommended that any client changes to these files be similarly annotated to facilitate the
merging of QMR file updates and client modifications.
Significant changes in QMR 2.2.1
SCR Diversification presentation
EIOPA have now confirmed that all diversification amounts should be presented as negative values.
Undertaking / MCR Absolute Floor Settings
Undertaking type settings and MCR Absolute Floor entries have been moved from data entry to entity
dimension UD field entry. UD Field entries are now used to define the type of undertaking (Composite,
Life, Non-Life, IORP etc.) and to specify an override of the default MCR Absolute Floor settings. The
MCR Setup Undertaking Type data entry forms are no longer required.
BS-C1 Balance Sheet dimensionality
In a previous release, the custom 2 dimensionality of the Balance Sheet (BSC1 accounts) had been
expanded to provide data entry for IFRS and Local GAAP. This has been extended to provide an
optional third data entry named Global GAAP (BS_GlobalGAAP).
The Global GAAP data entry is disabled by default. To enable Global GAAP for data entry, amend the
Member Lists and Rules files. See the Admin Guide for the use of the USE_GLOBAL_GAAP constant.
The description of the Global GAAP member can be changed but the member label should not be.
The “AcctStd” UD Field entry in the Entity dimension members, Rules will copy either the IFRS (UD
entry “I”) or Local GAAP (UD entry “L”) or Global GAAP (UD entry “G”) data to the calculated statutory
member (BS_Stat). If there is no UD Field entry, IFRS is assumed to be the accounting standard.
EIOPA allow two descriptions / XBRL entries for the S.01.02 (Basic Information) accounting standard.
The use of both Local GAAP and Global GAAP will result in a Basic Information entry of “Local GAAP”.
The same consolidation rules will apply to IFRS, Local GAAP and Global GAAP and based on Rules
settings any of the three can be entered at parent entity level instead of being consolidated.
17
Known Issues
The following issues are the noteworthy known issues of this release.
Language support – Localization
The HFM application metadata and rules messages, FCM Task Lists and FDM reports have been
translated from English (EN) to German (DE), Spanish (ES), French (FR) and Dutch (NL).
A localization utility has been created for HFM that will update the HFM metadata descriptions based on
the localization/translation files provided with the application. Corrections or additions to metadata
descriptions can be made through these files and re-applied to the metadata file through the use of
the utility. In addition, should you wish to add translated strings for languages not currently supported
by QMR, additional localization files can be created and applied to the metadata file. For further
details, please refer to the QMR Administration (Implementation) Guide and the Localization Utility
User guide.
Due to the technical nature of the metadata descriptions, the translated descriptions may not always
be correct in the context in which they are used. Should any incorrect usage be noted, a Localization
bug can be raised through Oracle Support for correction is a subsequent release. In the short term, the
Localization Utility or direct changes to the metadata file can be applied to make immediate
corrections.
“Non-Linear” consolidation
There has been discussion regarding whether all Solo data can be consolidated on an accounting basis
to provide valid Group data. This has been raised in particular for SCR After Shock Assets / Liabilities
and Technical Provision Risk Margin data (in TP-E1, TP-F1, BS-C1 and BS-C1D).
For After Shock Assets / Liabilities it appears that an analysis on detailed levels of data must be
performed at a Group level in the same way in which it was carried out at the Solos. The detailed data
is consolidated, not the results of the analysis. QMR does not act as a Data Warehouse and dies not
store the level of detail required for the analysis. As a result, the After Shock Assets / Liabilities are
now by default NOT consolidated and this data must be entered at base Branch, base level Solo,
parent Solo and Group levels. All subsequent SCR calculations will continue to be executed as in earlier
versions of QMR.
There is however a setting in the Rules file that will allow the client to continue to consolidate the After
Shock Assets / Liabilities and the specific accounts included in this continued consolidation can be
configured. For further details, please refer to the QMR 2.2.1 Admin Guide.
For Risk Margin data it has been suggested that the Group data is also not just an accounting
consolidation of the Solo data. But the data could be consolidated and then adjusted at a Group (or
parent Solo) level rather than requiring a complete re-analysis. The adjustment could be to increase
the consolidated data should this be necessary (+6% as per EIOPA simplification guidance) or to
decrease the consolidated data (to take advantage of diversification). Currently the Risk Margin data is
not consolidated but is subject to the same settings as the After Shock Assets / Liabilities and can be
configured to consolidate.
A proposal has been made to allow an adjusting entry to be made to the Risk Margin accounts, by Line
of Business, in the TP-E1 and TP-F1 data entry forms (or by loading data) at a parent entity level.
Rules would then carry these adjustments to the relevant accounts in the Balance Sheet (BS-C1, BS-
C1D) and the Own Funds (OF-B1). This enhancement request details have not yet been finalized but
will be considered for the next update to QMR. Note that certain defaults would need to be applied to
the rules-generated entries (for example, the entries to the BS-C1D would be assumed to be
applicable to only the home currency of the entity). If the adjustment can be calculated based on the
Solo data or consolidation thereof (such as consolidated data + 6%), then it may be possible to
automate the entire adjustment.
18
Loss Absorbing Capacity of Technical Provisions / Deferred Tax
In calculating Basic SCR, QMR subtracts the Loss Absorbing Capacity of Technical Provisions / Deferred
Tax from the Gross SCR rather than the Net SCR as detailed in the CP 13/010 document. Subtracting
from the Net SCR would seem to double-count the deduction because the Loss Absorbing Capacity is
already included in the Net SCR calculation.
SCR-B3F Man Made Catastrophe Marine Risks
The Marine Man-made Catastrophe risks (Tanker Collision / Platform Explosion) currently provide for a
single set of entered data and one notation (i.e. Tanker name / Platform name). Based on the XBRL
Annotated Temples, these should be open schedules.
TP-E3: Non-life Insurance Claims Information
It is unclear whether the endogenous inflation rate information to be presented is Line of Business
specific. Pending clarification, a single inflation rate can be entered the TP-E3 Data Entry Form and this
rate will be applied to the Best Estimate Claims Provisions yearly data in order to calculate the “Year
end (discounted data)” totals. The rate used will be displayed on the TP-E3 report as the “rate used”.
When clarified, the data entry form, calculations and report will be updated.
14594093 - API USED TO DISPLAY PDF REPORTS DOES NOT FUNCTION PROPERLY
In FDM 11.1.2.2, the import Validation report that details any errors in the source data for the Assets,
Technical Provisions, IGT or Risk Concentration schedules will not display automatically on completion
of the import. The report can however be opened manually. To correct this issue, please install FDM
11.1.2.2.301 (PSU 301). Note that PSU 301 is not mandatory but is required for the Validation reports
to open automatically.
18411718 - ROW SUPPRESSION ISSUE WITH QMR FORMS 02_GROUP_G03\G04
A row-suppression issue existed with HFM 11.1.2.3. QMR has various reports (e.g. G03 / G04) with
row suppression set for Invalid and NoData rows… but all rows are suppressed regardless of content
except any with a NoSuppress keyword. This will be fixed in HFM 11.1.2.3.502.
18519845 - COMBINATION OF 'PAGE BREAK BEFORE' AND POSITION:NONE/RELATIVE IS
INCONSISTENT
18645159 - WDEF G04 ALLOW AGGREGATION OF LE01-03
EIOPA states that: "When the entities of other financial sectors form a group with a specific capital
requirement, this consolidated capital requirement can be accepted instead of the list of each solo
requirement." Meeting this requirement will require a redesign of the entity structure / entity attributes
to provide a single entity for Group G04 reporting, replacing the individual entities.
19285554 - DESIGN ISSUE TO RRF AND REMAINING PART FOR THE SCR SCHEDULES
Beginning with the EIOPA CP 13/010 document, the concept of Solo, RFF and Remaining Part reporting
was introduced.
For entities with RFFs, SCR reporting is required for the “largest” RFF (identified by the highest SCR
figure), the Remaining Part (the Solo data less all RFFs, reported or otherwise) and the Solo (all data
related to the insurance legal entity). It is unclear whether a Solo without RFFs would be required to
report Remaining Part.
Based on our review of the CP 13/010 document, Technical Specifications for the Preparatory Phase
and one of the EIOPA Q&A (#96) it would appear that data must be entered for all RFFs and the
“largest” be reported, data be entered to the Remaining Part and be reported, and data be entered to
the Solo and be reported. It would seem that the Solo is to be reported “as a whole” so we would
expect to be able to consolidate all of the RFF and Remaining Part data as we do with Solo
consolidation to Group (which excludes “non-linear” data). In addition Group, Group Remaining Part
and the “largest” RFF would be reported for Group entities.
19
The definition of “Net Solvency Capital Requirements calculated using standard formula” (cell A14C)
for Solo and Group entities (S.25.01.b / S.25.01.g) is unclear but appears to include “Diversification
between ring fenced funds and between ring fenced funds and remaining part” (cell A14A). The EIOPA
Q&A entry #96 does not directly address this issue.
Based on current information, it would appear that the entity structure used to report the required split
between Solo / Group and Remaining Part / Group Remaining Part and RFF / Group RFF will need to be
revised considerably and consolidation rules be amended appropriately. This is a significant change
and will be addressed separately from the current release.
19865437 - POPULATION AND CONFIGURATION OF SCRB2A QRT FOR PIM IS INCORRECT IN
QMR
The configuration of Partial Internal Model does not currently provide for a combination of Standard
Formula plus additional Internal Model elements for individual risk modules.
Defects Fixed and other Updates in This Release – 2.2.1
18391163 - QMR RULES ABORT IF WRITE_CELLTEXT_ON IS FALSE
Only non-required Cell Text is suppressed if WRITE_CELL_TEXT_ON is set to False.
18614337 - G14 REPORT NET TP NOT TO BE REPORTED FOR METHOD 2
Updated reporting requirements, entity filtering.
18885567 - OF_OTHEROWNFUNDS CALCULATION SHOULD BE MOVED
A further update was applied due to an incomplete amendment in QMR 2.2.0.0.100.
18922413 - S.23.01-OWN FUNDS; WEBFORMS 01_OF_B1_SQ, 02_OF_B1_SA,
04_OF_B1_GQ, 05_OF_B1_GA
Amended data entry forms.
18994005 - CELL TEXT NOT CLEARING IN 01_ BS_C1/GROUP G14 TEMPLATE
QMR Rules have been updated to clear “calculated” cell text before re-writing each required entry.
19078485 - QMR 2.2 UNDERTAKING TYPE LIST
The Undertaking Type list has been expanded and the reporting is now based on a UD Field entry.
19134573 - QMR 2.2 - FLAG "A_MCR_ABSOLUTE_FLOOR_DEFAULT_VALUE" - NEEDS
UPDATING
Rules updated for Absolute Floor amounts. Also, data entry settings replaced by UD Field settings.
19135625 - 12SCR-B3B [CUSTOM4] DEFAULT POV CHANGE TO NONE
Amended data entry form.
19136217 - WDEF SCR-B3B COLUMN ORDER FOR NET SCR AND GROSS SCR
Amended the data entry form to correct the presentation of Net SCR and Gross SCR.
19141738 - QMR 2.2 NOT COPYING MARKET RISK CONCENTRATIONS FROM SCR-B3A TO
WDEF 11_SCR_B3A
Corrected Rules calculations.
19141790 - QMR 2.2 MULTIPLIES INPUT TO CALC NET/GROSS SCR. VALUE AT [ICP NONE]
IS FINAL
Modified rules to restrict copying the data to [ICP None] only. Also added Cell Text data lineage.
20
19150188 - WDEF SCR-B3A ALLOWS INPUT INTO "COUNTER-CYCLICAL PREMIUM RISK"
Modified metadata (added account to A#NonInput_NAPreparatoryPhase hierarchy).
19150242 - FDQM ASSETS-D1 AND D20 SHOULD NOT HAVE THE SAME CLOSED LIST FOR
FIELD 74
We now have two validations; one for AssetsD1 and another for AssetsD20:
Assets-D1: ["QMP", "AEM", "AVM", "IEM", "QMPS"]
Assets-D2O: ["QMP", "AVM", "QMPS"].
19156881 – “OTHER CRITERIA” IS MISSING IN THE 00_GROUP_G01_SOLOENTRY FORM
(AND IN RULES)
Updated WDEF 00_Group_SoloEntry and updated Rules.
19157045 - MCR_SETUPUNDERTAKINGTYPEGLOBAL - (RE)INSURANCE NOT COMPLETED
The use of data entry for undertaking type settings and also for the MCR Absolute Floor has been
replaced by UD Field settings in the entity dimension. Rules have been updated for Absolute Floor
amounts.
19157080 - QRT TP-E1 BEST ESTIMATE OF PREMIUM/CLAIM PROVISIONS NEED TO BE
NOINPUT
Modified metadata (added accounts to A#NonInput_NAPreparatoryPhase hierarchy).
19163379 - USER DEFINED KEYWORD CAPTYPE MISSING FROM ADMIN GUIDE
CapType keyword explanation added to Admin Guide in Entity User Defined Fields section. But note
that the use of this keyword has been replaced by logic applied to the entity type (Type keyword).
19164960 - INCLUDE TPE1_CLAIMPROV_INPUT ACCOUNT IN THE EXCEL DATAMODEL XLS
Data Model Excel file updated.
19166807 - QMR FDM QRT'S - NEED TO SECURE REPORTING DATA BY ENTITY / BUSINESS
UNIT
The ability to secure reporting of data by entity / business unit and by schedule per user has been
added as a configurable option. If no configuration steps are completed, reporting of all schedules
for all entities remains available to any authorized user. Also see 19279777 - QMR 2.2 - REQUEST
TO ADD SECURITY BY QRT FOR THE FDM QRT'S.
19180273 - 02_REVIEWBASICINFORMATION FORM ALLOWS CELL TEXT ENTRY WHICH DOES
NOT CLEAR
Rules amended to write null entry to cells not requiring cell text so that all cells will be written to
by rules. This will overwrite any cell text entered by the user.
19208480 - FDQM ACCOUNT ASSETS-OTHERINVERSTMENTS MISSING FROM
QMR_ASSETS_ACCOUNT SCRIPT
Added account to the validation list: Assets_OtherInvestments.
19208518 - QMR WDEF BS-C1 QMR IS NOT PERFORMING EIOPA'S CHECK FOR L26 CELL
Added UD Field entry "ValidateSII:A#OF_SubLiabilities.C1#OF_TierTotal" to account
"BSC1_SubordLiabilitiesInBOF".
19209282 - TAIWAN DOLLAR SHOULD BE ADDED TO CURRENCY LIST
TWD added to Currencies, Custom3 and Custom4.
21
19210440 - WRONG SPELLING OF LIECHTENSTEIN
We have corrected the spelling of Liechtenstein although this is misspelled in the EIOPA CP 13/010
document.
19229289 - SCR-B3F ADITIONAL FIELDS ARE REQUIRED
Metadata, Data Entry Forms, Financial Reports and Sample data updated.
19246442 - VALIDATIONS CELLS A4 A7 A8 AND A9 ON BS-C1D BETWEEN BS-C1D AND BS-C1
ARE WRONG
Metadata amended to correct the validation calculations.
19246537 - NEED INPUT IN SOME CELLS IN GROUP G14 IF "INPUT_SII_AT_GROUP" WITH
"TRUE"
Rules and Data Entry Forms updated.
19249511 - QMR MEMBERLIST FILE DOESNT FINISH LOADING IN SOME CIRCUMSTANCES
Corrected Member Lists that did not load when there are no RFFs in the entity dimension.
19249735 - TOTAL ELIGIBLE OWN FUNDS TO MEET THE SCR - TIER1 RESTRICTED
INCORRECT CALC
Group calculation reverted back to the same calculation as for Solo to match CP 13/010 document.
19261250 - SCR-B3F INCORRECT CALCULATION ON 3 LINKED FORMS
Three Natural Catastrophe Risk linked forms updated.
19279777 - QMR 2.2 - REQUEST TO ADD SECURITY BY QRT FOR THE FDM QRT'S
The ability to secure reporting of data by entity / business unit and by schedule per user has been
added as a configurable option. If no configuration steps are completed, reporting of all schedules
for all entities remains available to any authorized user. Also see 19166807 - QMR FDM QRT'S -
NEED TO SECURE REPORTING DATA BY ENTITY / BUSINESS UNIT.
19285394 - MCR-B4 - ABSOLUTE FLOOR OF THE MCR NOT UPDATE TO OMNIBUS II
REQUIREMENTS
Rules updated for Absolute Floor amounts. Also, data entry settings replaced by UD Field settings.
19286730 - SOME CELLS IN MCR-B4 ARE NOT REQUIRED FOR PREPARATORY PHASE
Financial Report for MCR-B4A / MCR-B4B and several other reports modified to present the cells for
non-required preparatory Phase data as “greyed-out”.
19287144 - WRONG SCALAR VALUES USED FOR A1 AND A18 CALCULATION
Scalar values amended in Sample EIOPA data files.
19294343 - G03 IS NOT ADDING REINSURANCE NON--EEA COMPANIES TO THE LIST OF
ENTITIES
Rules updated to write equivalent SCR, MCR, OF data when entered and zeros when not entered.
19294873 - WDEF SCR-B3C ALLOW INPUT OF ASSETS AND LIABILITIES AFTER
SIMPLIFICATION INPUT
Added Rules Const CLEAR_DATA_IF_SIMPLIFICATION_USED with a default entry of False.
19312273 - WDEF SCR-B3D CELLS B21, B22, B23 SHOULD NOT LINK TO SCR-B3F
Modified metadata, rules, WDEFs and FR. SCR-B3F Gross and Net are now Gross Catastrophe
Charge and Net Catastrophe Charge instead of Gross SCR and Net SCR.
22
19312385 - FR CELL TEXT DISPLAY MUST BE AMENDED WHERE XBRL TAGS HAVE BEEN
ADDED
When XBRL tag cell text was added for XBRL reporting, these entries displayed in Financial Reports
in addition to the correct text string entries. This has been corrected.
19312440 - CELL A001 NEEDS TO BE ADDED TO SCR-B2A FR REPORT
Cell A001 ("Article 112? (Y/N)") added to reports but “greyed-out”.
19313125 - G04 REPORT RULES NEED MODIFYING FOR UNDERTAKING TYPES
Rules modified to include all relevant non-insurance entities in the G04 report.
19313644 - FUNCTION ISBASERFF(POV_ENTITY) DOESN'T INCLUDE CONSOLIDATED RFF
ENTITIES
Several sections of Rules code changed to use POV_IsRFF and POV_IsRFFCons instead of the
IsBaseRFF function.
19314973 - SCR-B3F - CORRELATION MATRIXES ERRORS
Modified metadata and sample data files.
19322245 - QMR 2.2.0 - A19 CELL (EIOPA) IN SCR-B2A FORM SHOULD BE NOINPUT
Included Capital Add on accounts as children of NoInput_NAPreparatoryPhase.
19323851 - BS-C1 FORM CONTAINS UNNECESSARY DATA CELLS
Modified metadata and sample data files.
19333974 - QMR 2.2.0 MARKET RISK CORRELATION TABLE - INTEREST RATE UP SHOCK
Sample EIOPA data file updated.
19335237 - QMR 2.2 - G14 - ONLY FOR INSURANCE COMPANIES
G14 report is now limited to Legal Entities specified in the entity UD Field as either Life, NonLife or
Composite.
19337034 - WRONG CALCULATION IN ONE CELL
SCR-B3F cell ED1 (=EC1/EB1) was being incorrectly rounded to zero. This has been corrected.
19344879 - SCALAR VALUES NEED UPDATE - IMPACT IN SCR-B3D AND SCR-B3E
Amended the Standard Deviation scalar values.
19346431 - QMR - G01 QRT - BASIS OF PRESENTATION BALANCE SHEET
Direct entry added for Other Regulated and Non-Regulated entity Balance Sheet.
19347947 - REQUEST FOR SECOND SET OF QRT REPORTS- GREY OUT FIELDS NOT RELEVANT
TO INTERIM M
Updated reports that present cells not required for Preparatory Reporting. Cells “greyed out”.
19353845 - NEW CELLS A22A AND A23A REQUIRED IN SCHEDULE ASSETS-D1 / S.06.02
Two new fields added to Assets import data files layout: “Total par amount” and “Percentage of par
SII value”.
19386782 - RULES ERROR WHILE CONSOLIDATING - CONS RFFS
Modified metadata, OF_RFF flag changed to "Y".
23
19387062 - RULES FOR WRITTING "METHOD CHOSEN AND UNDER METHOD 1" WRONG FOR
PSI AND PSI_FR
Variable name amended to correct Rules calculation.
19416207 - QMR_ASSET_PARTICIPATION SCRIPT FDM CODES FOR FINANCIAL ENTITIES
Rules modified to add logic for OFS entry.
19429107 - QMR_ASSETS_CIC VALIDATION IN QMR FDM NEEDS CORRECTING FOR
ADDITIONAL MEMBERS
Added “F4” and “F9” in the validation closed list..
19430914 - QMR_ASSETS_CIC LIST NEEDS CORRECTING IN DOCUMENTATION
Updated in "Schedule-specific validation function" section of Admin Guide.
19466189 - ENHANCEMENT REQUEST FOR A NEW ENTITYTYPE
Added entity type "SOLO", replacing "LEGAL ENTITY" where the Undertaking Type entity UD field is
"Composite", "Life" or "NonLife"..
19466343 - INCLUDE OPERATIONAL RISK IN THE PARTIAL INTERNAL MODEL
Metadata and rules modified to provide for Partial Internal Model for Operational Risk.
19466403 - UNABLE TO CONSOLIDATE ZEROES FOR G01
Modified rules to provide an option to consolidate zeros for accounts using the "Group"
consolidation rule (with "ConsRule:Group" account UD field entry). The default setting of the
CONSOLIDATE_ZEROS constant is False to not consolidate zeros.
19481035 - CIC CODE VALIDATIONS FOR ASSETS-D1 AND ASSETS-D2O NOT CORRECT
Added two separate CIC validation functions for Assets-D1 and Assets-D2O.
19489753 - GROSS AND NET FUTURE DISC BENEFITS INCORRECT IN SCR-B2C AND SCR-B2B
REPORTS
FR updated for SCR-B2B and SCR-B2C.
19491100 - G01 PCT USED IN ESTABLISHING ACCTING CONSOL ACCTS (CELL N1) IS
INCORRECT
Rules updated so that the entry displays the POwn value.
19492466 - QMR 2.2 - SCR-B3F PANDEMIC RISK CELLS CANNOT BE POPULATED
The AddMember function was on the wrong row of the SCR_B3F_CatHealthPandemic
WDEF. Modified SCR_B3F_CatHealthPandemic WDEF.
19523380 - PROVIDE OPTION FOR PARENT LEVEL INPUT OF BEFORE SHOCK
ASSETS/LIABILITIES
Amended rules and Admin Guide.
19538444 - CONSOLIDATED ERROR ON RFF ON DIVERSIFICATION ACCOUNTS E.G. SCRB2A
Modified Rules.
19540132 - REVISE VALIDATION SCRIPT FOR ASSETS-D2O CELL A29
We now have separate validations for Assets-D1 and Assets-D20 for Valuation Method.
Assets-D1 = "QMP", "AEM", "AVM", "IEM", "QMPS"
Assets-D2O = "QMP", "AVM", "QMPS"
24
19570042 - DIVERSIFICATION EFFECT TO BE DISPLAYED AS NEGATIVE NUMBER
Amended metadata and rules to present Diversification Effect as a negative value.
19570088 - UPDATE TEMPLATE LAYOUT, HEADERS, CAPTIONS
Template layout, headers and captions revised based on EIOPA August 2014 Errata documents.
19570111 - ALIGN ALL TEXT DISPLAY STRINGS WITH DPM
Text strings for closed lists aligned with XBRL Data Point Model based on EIOPA August 2014 Errata
documents.
19570135 - ADD CELLS A12 / A13 TO BUSINESS INFORMATION / S.01.02 SCHEDULE
Cells A12 (Home country) / A13 (legal name) added to BI WDEF. Cells A12 / A13 added to BI
Report, A12 suppressed if Group entity.
19579347 - ADD NACE CODE VALIDATION TO ASSETS-D1 / S.06.02 CELL A9
For the sector field, the NACE validation is added both for the Assets Reference table entry and for
Assets-D1 / S.06.02.
19579430 - CHANGE VALIDATION FOR ASSETS-D1 / S.06.02 AND ASSETS-D2O / S.08.01
Data load still allows “Y” and “N”, however the report prints specific descriptive text ("Unit-linked or
index-linked" / "Neither unit-linked nor index-linked").
19585132 - SCR-B3A / S.26.01 CELL A19 SHOULD BE NOINPUT
Modified metadata, data entry form, financial report and data model based on EIOPA August 2014
Errata documents.
19585781 - REMOVE CAPTIVE SIMPLIFICATION FROM COUNTERPARTY< LIFE AND HEALTH
SCR SCHEDULES
Updated metadata, financial reports for SCR-B3B, SCR-B3C and SCR-B3D to remove the Captive
Simplification accounts based on EIOPA August 2014 Errata documents.
19587422 - DISABLE EIOPA DATA CHECKS NOT APPLICABLE IN THE PREPARATORY
REPORTING PHASE
Modified metadata and rules based on EIOPA August 2014 Errata documents.
19588287 - ADD STATUTORY SUMMARY ENTRY FOR SUBORDINATED LIABILITIES IN BS-C1
SCHEDULE
Add a summary entry capability to allow Subordinated Liabilities to be entered and reported as a
single value in the Balance Sheet instead of entering and reporting two lines. Also modified to
provide summary entry for Loans and Mortgages based on EIOPA August 2014 Errata documents.
19612197 - OF_B1_GROUP REPORT NEEDS UPDATING FOR RATIOSCR, RATIOMINSCR AND
OFG_DANDAS
FR modified to reference correct POV.
19612496 - ADD ENTITY LABEL AS A FIELD TO ASSETS-D1 AND ASSETS-D2O EXTRACT FILES
Added new field (EntityIDCode) based on the QMREntityDetails FDM import file. This field is now in
the extract reports for D1 and D2O for XBRL reporting.
19654026 - QMR 2.2 - FDM QRT'S - BLANK CURRENCY CODE ACCEPTED ON THE UPLOAD
FILE
Amended validations for cells that require an entry:
S.06.02 / Assets-D1: A1, A3, A4, A5, A6, A9, A12, A13, A15, A16, A24
S.08.01 / Assets-D2O: A1, A3, A4, A5, A6, A10, A11, A13, A19, A26, A29, A31.
25
19661827 - FDM IMPORT SCRIPT "QMR_CURRENCY" MISSING SOME COUNTRY CODES
Added TWD, CUC, SSP, ZMW as valid currency codes.
19662641 - SCR B3F CELLS KA4 KE4 AND KA7 KE7 8203 ARE LOCKED IN THE WEBFORM
SHOULD BE INPUT
Updated metadata UD fields for Man-made Liability accounts. Updated data entry form.
19673304 - QMR 2.2 - REJ2 VALIDATION FOR THE RE_LIMITPCT
Removed "DataRange:0~100" from UD Field entry of Re_LimitPct.
19676894 - ADD "UNDERTAKING" TO THE ID CODE TYPE VALIDATION FOR ASSETS-D1 /
D2O
Replaced "Company Specific" with "Undertaking" for ID Code Type field validation based on EIOPA
August 2014 Errata documents.
19679064 - CELL Q1 S.32.01 CURRENTLY DRIVEN BY CONSOLIDATION METHOD NOT ENTITY
Entity UD Field entry override added. By default, consolidation method is still used but if a UD Field
entry (Keyword "Inf") is found for an entity, the UD Field setting is used:
"Inf:D" or "Inf:Dominant" / "Inf:S" or "Inf:Significant"
19687991 - QMR 2.2 - TPE1 AND TPF1 - COUNTRY ANALYSIS - FOUR VALID COUNTRIES
REJECTED
In Custom2 added the following members to the “CountriesNonEEA” hierarchy: “LA”, “LB”, “LC”,
and added the following members to the “CountriesEEA” hierarchy: “LI".
19688064 - QMR 2.2 - TPE1-TPF1 NON-INTERIM MEASURES ACCOUNTS NOT ROLLING UP
CORRECTLY
Default parent entries made to relevant metadata members.
19688176 - QMR 2.2 - BSC1D - QRT DISPLAYING UNWANTED CURRENCY ROWS
Modified metadata: Added UD Field entry "Consolidate:N" to the C1 "Reporting" member. Also
modified rules to clear the BS-C1D C1#Reporting members at parent entity level before writing the
currencies to the "Reporting" member.
19688256 - QMR 2.2 - G04 DATA ENTRY FORM DOES NOT ALLOW ENTRY FOR LEGAL
ENTITIES
Data entry form 00_Group_SoloEntry added to provide data entry capability.
19704620 - MODIFY RULES TO MAKE EITHER S.28.01 (MCR-B4A) OR S.28.02 (MCR-B4B)
NOT REPORTED
Modified Rules to make either S.28.01 (MCR-B4A) OR S.28.02 (MCR-B4B) "Not Reported" as
default based on the Entity UD Field for undertaking type (Composite, Life, Non-life).
19719657 - QMR FDM ASSET REPORTS FAIL WITH MANY ASSET RECORDS
Failure of PDF reporting and extract of schedules with a high volume of records has been corrected.
19774445 - WEB FORMS 02_BS_C1B AND 02_BS_C1B_DATAENTRY ARE NOT WORKING FOR
NON-ADMIN USERS
02_BS_C1B and 02_BS-C1B_DataEntry forms updated.
19814500 - CURRENY ISSUES IN CURRENCY/METADATA C3 & C4
Added CLF, SVC as valid currency codes.
26
19874723 - MODIFY MCR NO-INPUT, CALC AND DATA CLEAR RULES TO USE UD FIELDS
SETTINGS ONLY
Rules updated.
19875143 - MCR LINEAL CALCULATION BUG
Rules amended to replace any Provision / Premium source value with zero when negative.
Documentation Updates
For guidance on implementing and using Oracle Quantitative Management and Reporting for Solvency
II, please refer to the Administration (Implementation) Guide (QMR_AdminGuide_2.2.1.pdf) and the
Administrator / User Guide (QMR_UserGuide_2.2.1.pdf).
Periodic updates to the documentation for Oracle Quantitative Management and Reporting for Solvency
II will be available for downloading or viewing from the EPM System Documentation area of the OTN
Web site (http://www.oracle.com/technology/documentation/epm.html).
More Information
For more information about Oracle® Financial Close Suite. see the relevant product documentation.
Copyright (c) 2014, Oracle and / or its affiliates. All rights reserved. http://www.oracle.com
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