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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

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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

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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

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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

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- 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.

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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