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Oracle® Quantitative Management and Reporting for Solvency II

Readme

Release 2.1.1

Purpose ................................................................................................................................. 4

New Features ........................................................................................................................ 4

Supported Format and Releases ............................................................................................ 5

Supported Format ................................................................................................................. 5

Supported Releases ............................................................................................................... 5

Supported Platforms ............................................................................................................. 5

HFM Registry Settings ........................................................................................................... 5

Consolidation logic ................................................................................................................. 5

Sparse Data Entry Forms ........................................................................................................ 6

File List ................................................................................................................................. 6

Installation Updates ............................................................................................................ 15

Known Issues ...................................................................................................................... 15

Language support – Localization ............................................................................................ 16

TP-E3: Non-life Insurance Claims Information ......................................................................... 16

Display of “Methodology used for group solvency calculation” in Asset schedules ......................... 16

14594093 - API USED TO DISPLAY PDF REPORTS DOES NOT FUNCTION PROPERLY ..................... 16

17039419 - OWN FUNDS NON AVAILABLE ACCOUNTS TO BE REMOVED ..................................... 16

17206255 - HIDDEN GRID IN FR REPORT IS DISPLAYED IN HTML IN 11.1.2.2 ............................ 16

Defects Fixed and other Updates in This Release – 2.1.0 .................................................... 17

14577945 - BS-C1B AND LINKED WDEFS DO NOT ALLOW INTERCOMPANY INPUT ...................... 17

14578055 - CAN CELL TEXT COUNTRY CODES INCLUDE THE DESCRIPTION E.G. DE - GERMANY .. 17

14578242 - VALID ENTRIES FOR RATING AGENCIES ARE INCONSISTENT BETWEEN HFM AND FDM

........................................................................................................................................ 17

14578297 - SOME QRTS LIKE TP-F3 FDM IMPORTS HEADERS INTO HEADER LINE WHICH ARE

INVALID ............................................................................................................................ 17

14578374 - OPEN 05_COVER_AQ_LIFE FORM MISSING LINKED FORM ...................................... 17

14580758 - SCR WEBFORM HAS MISSING LINES DOES NOT COMPLY WITH EIOPA ..................... 17

14581306 - SHOW ENTITY LABELS AND DESCRIPTIONS IN ALL QMR WDEFS AND FR REPORTS ... 17

14582953 - FORM G01 NOWHERE TO ENTER SOURCE DATA (UNDERWRITING PERFORMANCE ETC)

........................................................................................................................................ 17

14583072 - QMR REINSURANCE FR REPORTS ARE FIXED TO ONE ENTITY ................................. 17

14583108 - WDEF AND FR REPORT FOR COVER A1A DO NOT MATCH EIOPA STANDARD ............. 17

14583169 - QMR: SUPPRESSION ON WDEF BS-C1B SHOULD BE TURNED OFF ........................... 17

14587083 - ASSET D3 TEMPLATE SHOULD BE IN HFM NOT FDM .............................................. 17

2

14593419 - ADDMEMBER IN BS_CIB_DETAILS WEB DATA ENTRY FORMS DOESNT WORK ........... 17

14593473 - A1A FR REPORTS SHOULD NOT SHOW EMPTY COLUMNS FOR THE TOP 5 COUNTRIES

GRID................................................................................................................................. 18

14594015 - ROW R SHOULD BE CENTRED IN THE A1A FR REPORT OF QMR SOLUTION ............... 18

14594082 - LOANS/MORTGAGES ARE IN THE WRONG PLACE ON NOVEMBER QRT ...................... 18

14599082 - VALIDATION OF DATE FORMAT MISSING ON REINSURANCE INPUT WDEFS .............. 18

14604992 - REQUIREMENT TO UTILISE MULTI LEVEL ENTITY HIERARCHY IN QMR ..................... 18

14610949 - FORM G01 LISTS ALL BASE ENTITIES UNDER GROUP SOME OF WHICH ARE NOT

NEEDED ............................................................................................................................ 18

14611621 - QMR 2.0 : FDM IGT3 IMPORT FORMAT IGNORES A COLUMN ................................... 18

14616209 - NO VALIDATION FOR SEDOL CODE ..................................................................... 18

14619084 - FDM IMPORT SCRIPT QMR_DATA TESTS FOR WRONG DATE FORMAT ...................... 18

14628112 - LIST OF ALL SHARES OF REINSURES FOR ALL BASE ENTITIES OF A SELECTED PARENT

........................................................................................................................................ 18

14628280 - MISSING LIFE AND HEALTH SIMILAR TO LIFE, EXCLUDING INDEX LINKED AND UNIT-

LINKED ............................................................................................................................. 18

15830085 - THE ASSETS AND LIABILITY LINES IN BS-C1D NEED TO BE VALIDATED AGAINST BS-

C1 .................................................................................................................................... 18

15830134 - INCORRECT COMMENT IN QMR_DATE SCRIPT ...................................................... 18

15884512 - 'COVER_EXPENSESOTHER' ACCOUNTS TO BE REPORTED WITH INTERCOMPANY

PARTNER DETAIL ................................................................................................................ 18

15884547 - REPORT SHOULD CALCULATE 5 MAJOR COUNTRIES BY AMOUNT OF GROSS WRITTEN

PREMIUMS ......................................................................................................................... 18

15885537 - GO4 TEMPLATE INCLUDES TOO MANY ENTITIES ................................................... 19

15891758 - IN QMR 2.1 THE D3 TEMPLATE AND ACCOUNTS SHOULD HAVE ICP CAPABILITY ....... 19

15891778 - 04_COVER_A1Q_LIFE, 05_COVER_A1Q_NOONLIFE HAVE NO LINKED FORMS FOR

COUNTRY SPLIT ................................................................................................................. 19

15893749 - FR REPORTS SPLIT ACROSS PAGES WITH NO HEADERS ......................................... 19

15940836 - TEMPLATES A1A AND A1Q DO NOT ALLOW ENTRY OF INTERCOMPANY DATA ............ 19

15947745 - FDM SCRIPT QMR_RATE DOES NOT TEST FOR ALL POSSIBLE RATES ALLOWED BY

EIOPA ............................................................................................................................... 19

16023032 - TP-E4: HEADER MISSING FIELDS 'LINE OF BUSINESS', CURRENCY' AND 'LATEST YEAR'

........................................................................................................................................ 19

16023094 - BS-C1, BS-C1B AND BS-C1D: THE APP NAME IS MISSING IN THE REPORT HEADERS 19

16023336 - ALL REPORTS - IN THE HEADER THE YEAR AND PERIOD ARE NOT LINED UP

CORRECTLY ....................................................................................................................... 19

16028929 - TP-E6 IS NOT DESIGNED ACCORDING TO EIOPA SPECIFICATION ........................... 19

16035194 - SCHEDULE COVER A1A NON-LIFE IS MISSING THE SUBHEADER "EXPENSES PAID" ... 19

16079544 - TP-E7B DOES NOT CONFORM TO EIOPA SPECIFICATIONS ...................................... 19

16103271 - WRONG FIXED CUSTOM4 MEMBER IN GRID POINT OF VIEW OF GRIDS IN BS-C1B

REPORT ............................................................................................................................. 19

16163359 - SCR-B2A REPORT SHOULD NOT CONTAIN SOLVENCY CAPITAL REQUIREMENT

DEDUCTION/AGG ............................................................................................................... 19

3

16164611 - THE LAYOUT OF THE COLUMNS REPORT TP-E4 IS NOT ACCORDING EIOPA

SPECIFICATIONS ................................................................................................................ 19

16290528 - TP-E1 WDEF AND REPORT PERCENTAGES NOT DISPLAYING CORRECTLY ................. 20

16315643 - OF-B1-SOLO-DETAIL-02 INCORRECT VALUE IN 'IS THIS GRANDFATHERED?' COLUMN

........................................................................................................................................ 20

16329666 - NO BALANCE C/FWD COLUMN IN OF-B1-SOLO-DETAIL-01 REPORT ......................... 20

16355728 - SCR-B3A WDEF HAS EQUITY RISK AND EQUITY RISK DIVERSIFICATION BUT REPORT

DOESN'T ........................................................................................................................... 20

16438698 - TP-E1 HEADER FOR GROSS BEST ESTIMATES FOR DIFFERENT COUNTRIES IS MISSING

........................................................................................................................................ 20

16445413 - TP-E1 REPORT HAS MISSING COLUMNS SPECIFIED IN EIOPA ................................. 20

16451705 - TP-E1 REPEAT HEADERS FOR TECHNICAL PROVISIONS TOTAL SHOULD BE

UNCHECKED ...................................................................................................................... 20

16452759 - QRT OF-B1Q TOTAL AVAILABLE OWN FUNDS TO MEET THE SCR (GROUP) (CELL B48 IN

EIOPA) .............................................................................................................................. 20

16471063 - QMR REPORTS TO HAVE THE "DEFINED BY PREFERENCES" OPTION SELECTED BY

DEFAULT ........................................................................................................................... 20

16484808 - TP-E1 REPORT MISSING HEADING ...................................................................... 20

16513238 - TP-E2 INCORRECT DUTCH TRANSLATION FOR CUSTOM1 MEMBER TP_LOBNONLIFEBEG

........................................................................................................................................ 20

16513430 - TP-E1Q MISSING TECHNICAL PROVISIONS CALCULATED AS A SUM OF BE AND RM

(NON-REPL) ....................................................................................................................... 20

16513552 - REPORT TP-E3 "DEVELOPMENT YEAR" AND "YEAR" HEADINGS MISSING .................. 20

16513810 - TP-E1Q SEGMENTATION HEADERS ARE MISSING .................................................. 20

16520807 - OF-B1A SOLO CELL B58 INCORRECTLY REFERENCED ............................................ 20

16522277 - REPORT TP-E1 SOME ROWS ARE MISSING ........................................................... 21

16568301 - CUSTOMER BELIEVES CELL H1G TOTAL ON "COVER A1A" IS NOT THE SAME AS EIOPA

STANDARD ........................................................................................................................ 21

16569072 - INCORRECT CALCULATION OF OF-B1Q-GROUP "TOTAL AVAILABLE OWN FUNDS" CELL

........................................................................................................................................ 21

16685686 - INCORRECT CALCULATIONS IN TP-E1Q FORM....................................................... 21

16730985 - D3: THE A5 CELL (INTEREST) HAS BEEN TAKEN OUT ............................................ 21

16737162 - DURATION OF LIABILITIES AND LAPSES ACCOUNTS NOT SETUP FOR C4 DATA AUDIT

........................................................................................................................................ 21

16753050 - TP-F1_LIFE AND TP-F1Q_LIFE DUPLICATE COLUMNS ............................................. 21

16755553 - TP-F1 AND TP-F1Q MISSING SOME LINES ............................................................ 21

16760639 - TP-F3: VALIDATION OF CELL A6 IS MISSING VALIDATE TWO LETTER CODE FOR

PRODUCT ID ...................................................................................................................... 21

16805822 - COUNTRY K1: THE HOMECOUNTRY COLUMN NOT CALCULATED .............................. 21

16805886 - RE_SPV_DATAENTRY SOME ACCOUNTS ARE NOT CONSOLIDATED/INPUT AT GROUP

LEVEL ............................................................................................................................... 21

16883122 - INCORRECT DESCRIPTION FOR TP-F2 FINANCIAL REPORT ..................................... 21

16904950 - INCORRECT CELL TEXT RULE FOR G: CALCULATION IN 17_SCR_B3G ...................... 21

4

16907730 - TP_E3 NON LIFE INSURANCE CLAIM FR REPORT DOES NOT SHOW CORRECT DATA .. 21

16911727 - NO CORRESPONDING FR REPORT FOR BS_C1B_DETAILS_CONTINGENCIES WEBFORM

........................................................................................................................................ 21

16918276 - 17_SCR_B3G: WRONG FORMULA FOR "TOTAL CAPITAL REQUIREMENT FOR

OPERATIONAL RISK" ........................................................................................................... 22

16918376 - MISSING HEADERS IN RE-SPV ............................................................................ 22

16918564 - 11_TP_E1Q: DUPLICATE "TECHNICAL PROVISIONS - TOTAL " ROWS ....................... 22

16918727 - TP-F2 -TOTAL RECOVERABLE FROM REINSURANCE- NO FORM TO INPUT BASE LEVEL

DATA ................................................................................................................................ 22

16925678 - INCORRECT COLUMN DESCRIPTION IN TP-F3 FDM REPORT .................................... 22

16925744 - TP-E7A FINANCIAL REPORT DOES NOT INCLUDE ALL ACCOUNTS IT SHOULD ........... 22

17024598 - OF-B1-SA ORDINARY SHARE CAPITAL CALCULATED INCORRECTLY NOT FOLLOWING

EIOPA ............................................................................................................................... 22

17026228 - BS-C1 VALIDATIONS: FR AND WDEF CALCULATIONS DONT MATCH ........................ 22

Defects Fixed and other Updates in This Release – 2.1.1 .................................................... 22

17156988 - EXCHANGE RATE EXTRACT FOR FDM DOES NOT INCLUDE TRIANGULATED RATES .... 22

17163590 - NO VALIDATIONS ARE BUILT BETWEEN BS_C1D AND D1 AND D2O ......................... 22

17171019 - QMR_2.1.0_FDM_11.1.2.2_ORACLEDB.XML REFERENCES FM11X-G6-A NOT FM11X-G6-

B ...................................................................................................................................... 22

17179092 - DESCRIPTION OF SAMPLE DATA FILES IN ADMIN GUIDE NOT UPDATED FROM QMR

2.0.0 ................................................................................................................................. 22

17192221 - 7 OF 249 ISO COUNTRY CODES MISSING FROM CUSTOM2 DIMENSION ................... 22

17206268 - BS-C1 - FIX THOUSAND SEPARATOR ON SOME ROWS ........................................... 22

17213376 - WDEF LCM FILE CONTAINS INCORRECT VERSION OF FORM

ENTITYEXCHANGERATE_EXTRACT ........................................................................................ 22

Documentation Updates ...................................................................................................... 23

More Information ................................................................................................................ 23

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 fourth release of Oracle Quantitative Management and Reporting for Solvency II, designed

to meet the QRT reporting requirements defined in the July 2012 EIOPA Consultation Pack.

The QMR 2.1.0 amendments made to the application retain the QMR 2.0.0 metadata labels as much as

possible for base data entry members. This should reduce any new mapping requirements. However,

for some schedules, new or revised metadata members have been added to meet the revised EIOPA

specifications.

5

In addition to amendments to meet the requirements of the July 2012 EIOPA QRTs, support for Multi-

level entity hierarchies has been added, providing for multiple levels of group parent entities and for

the split of Solo / Legal entities into branches.

The functionality provided with QMR 2.1.1 is essentially the same as QMR 2.1.0 and both are based on

the EIOPA July 2012 QRT Consultation Packs. Therefore most of the files used to install QMR 2.1.1 are

the same as (and remain numbered) QMR 2.1.0. Reloading the Financial Reports zip file (not required

for an upgrade) will retain the QMR 2.1.0 folder label.

QMR 2.1.1 extends support to FCS 11.1.2.3 and addresses several bugs as noted later in this

document.

Supported Format and Releases

Supported Format

The current version of QMR is built using the “Classic” files and not using EPMA or Calc Manager.

Supported Releases

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 Patch Set Update may be applied (but is not mandatory):

- FDM 11.1.2.2: PSU: 11.1.2.2.301

- 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: 11.1.2.1.133

- FR 11.1.2.2: PSU: 11.1.2.2.305

The following or a more recent HFM PSU must be applied:

- HFM 11.1.2.1: PSU: 11.1.2.1.601 plus PSE 16709689

- HFM 11.1.2.2: PSU: 11.1.2.2.304

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.

6

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.

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 file are different for

FCS 11.1.2.1 and FCS 11.1.2.2 / 11.1.2.3. For FDM, the XML files are different for each of the three

versions. All other files are identical including Data Entry Forms which have been merged since QMR

version 2.0.0. Please ensure that the files for the correct FCS version are used.

Files that have been updated since the previous major release (2.0.0) are annotated with an asterisk

(*) except for Data Entry Forms and Reports, all of which have been updated for QMR 2.1.0, new QMR

2.1.0 files are annotated with a double asterisk (**), updated QMR 2.1.1 files with a triple asterisk

(***) and new QMR 2.1.1 files with a quadruple asterisk (****).

All Data Entry Forms have been updated in QMR 2.1.0 such that a single form is compatible with HFM

11.1.2.1, 11.1.2.2 and 11.1.2.3. Additional changes have been made for July 2012 QRT updates and

bug fixes. Some forms / form folders have been re-named, notably related to the 09_FS and 13_OF

folders and several forms have been removed.

All reports have been updated in QMR 2.1.0 to use linked objects for all header and footer objects

(previously only the company logo was linked). All linked objects have been moved to a 99_System

folder to avoid cluttering the root directory. Additional changes have been made for July 2012 QRT

updates and bug fixes. One report has been updated for QMR 2.1.1 (BS-C1)

7

01 HFM CALENDAR PROFILE (name of file only updated)

- QMR_Profile_2.1.0_HFM_11.1.2.1_EN_QTD.per (*)

- QMR_Profile_2.1.0_HFM_11.1.2.1_EN_DE_ES_FR_NL_QTD.per (*)

- QMR_Profile_2.1.0_HFM_11.1.2.2_EN_QTD.per (*)

- QMR_Profile_2.1.0_HFM_11.1.2.2_EN_DE_ES_FR_NL_QTD.per (*)

02 HFM METADATA

- QMR_Metadata_2.1.1_HFM_11.1.2.1_EN.xml (***)

- QMR_Metadata_2.1.1_HFM_11.1.2.1_EN_DE_ES_FR_NL.xml (***)

- QMR_Metadata_2.1.1_HFM_11.1.2.2_EN.xml (***)

- QMR_Metadata_2.1.1_HFM_11.1.2.2_EN_DE_ES_FR_NL.xml (***)

03 HFM MEMBER LISTS

- QMR_MemberLists_2.1.0.lst (*)

04 HFM RULES

- QMR_Rules_2.1.1.rle (***)

05 HFM DATA ENTRY FORMS (*)

- QMR211Forms.zip (***)

01_Configuration_Global

MCR_SetupUndertakingTypeGlobal.wdf

SCR_SetupAuthorizedModel.wdf

SCR_SetupPartialAndInternalModel.wdf

02_Configuration_Local

MCR_SetupUndertakingType.wdf

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_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

8

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_StdAndPartIntModelGlobal.wdf

04_Admin_Local

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

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

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

9

13_OF

01_OF_B1_SQ.wdf

02_OF_B1_SA.wdf

03_OF_B1_SA_Parent.wdf (**)

04_OF_B1_GQ.wdf

05_OF_B1_GA.wdf

06_OF_B1_NonAvail.wdf

07_OF_B1_NonAvail_Solo_DataEntry.wdf

08_OF_Participations.wdf (**)

09_OF_Participations_DataEntry.wdf (**)

15_SCR

00_SCR_B2ABC.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

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 (**)

10

11_Re_SPV_Group.wdf (**)

21_Group

00_Group_G01_SoloEntry.wdf (**)

01_Group_G01.wdf

02_Group_G03.wdf

02_Group_G03_DataEntry.wdf

03_Group_G04.wdf

03_Group_G04_DataEntry.wdf

04_Group_G14.wdf

97_Validation_Global

SCRCorr_ValidateGlobal.wdf

98_Validation_Local

01_Validations.wdf

02_Validations_DataEntry.wdf

03_Validations_BS.wdf

04_Validations_OF.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

BS_C1B_Details_Contingencies.wdf

BS_C1B_Details_Contingencies_NoSuppress.wdf (**)

BS_C1B_Details_Guarantees.wdf

BS_C1B_Details_Guarantees_NoSuppress.wdf (**)

BS_C1B_Guarantees.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 (renamed)

Cover_A1_NonLife_Countries.wdf (renamed)

Group_G01_Details.wdf

Group_G14_Details.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_Ancillary_Group.wdf

OF_B1_Flows_DefTaxes.wdf (**)

OF_B1_Flows_InitialFunds.wdf (**)

11

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_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_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_Details.wdf (**)

SCR_B3F_CatNat.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

TP_E1_Geo.wdf

TP_E7A_Details.wdf

12

TP_F1_Health_Geo.wdf

TP_F1_Life_Geo.wdf

TP_F2_RecovReins.wdf (**)

06 FINANCIAL REPORTS

- QMR211FinancialReports.zip (***)

Containing

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-C1D_Disclosure.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-Detail-01.des











OF-B1-Group-Detail-12.des (**)

OF-B1-Group-Detail-13.des (**)

OF-B1-Group-Summary.des

OF-B1-Solo-Detail-01.des










OF-B1-Solo-Detail-11.des (**)

OF-B1-Solo-Detail-12.des (**)

OF-B1-Solo-Summary.des

Participations.des (**)

13

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-Health.des (**)

TP-F1-Life.des (**)

TP-F1Q-Health.des (**)

TP-F1Q-Life.des (**)

TP-F2.des

TP-F4.des

18_Re

Re-J1-Life-Basic.des (**)

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-SPV.des

Re-SPV-Group.des (**)

21_Group

G01.des

G03.des

G04.des

G14.des

99_System (**)

QMRFooterCentre.rot (**)

QMRFooterCentreSection.rot (**)

QMRFooterLeft.rot (**)

QMRFooterRight.rot (**)

14

QMRHeaderContextLabels.rot (**)

QMRHeaderContextMembers.rot (**)

QMRHeaderDescription.rog (**)

QMRHeaderEntity.rot (**)

QMRHeaderEntityDesc.rot (**)

QMRHeaderEntityLabelDesc.rot (**)

QMRHeaderLoB.rot (**)

QMRHeaderModel.rot (**)

QMRHeaderReportDesc.rot (**)

QMRLogo.roi (**)

07 FCM (no changes made in QMR 2.1.0)

- 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_2.1.1_FDM_11.1.2.1_OracleDB.xml (***)

- QMR_2.1.0_FDM_11.1.2.1_SQLServerDB.xml (**)

- QMR_2.1.1_FDM_11.1.2.2_OracleDB.xml (***)

- QMR_2.1.0_FDM_11.1.2.2_SQLServerDB.xml (**)

- QMR_2.1.1_FDM_11.1.2.3_OracleDB.xml (****)

- QMR_2.1.1_FDM_11.1.2.3_SQLServerDB.xml (****)

09 TEST DATA

FDM

QMR_2.1.0_TestData_Assets_D1.txt (*)

QMR_2.1.0_TestData_Assets_D1S.txt (*)

QMR_2.1.0_TestData_Assets_D2O.txt (*)

QMR_2.1.0_TestData_Assets_D2T.txt (*)




QMR_2.1.0_TestData_Group_IGT1.txt (*)




QMR_2.1.0_TestData_Group_RC.txt (*)

QMR_2.1.0_TestData_TP_F3.txt (*)

QMR_2.1.0_TestData_TP_F3A.txt (*)

QMR_2.1.0_TestData_TP_F3B.txt (*)

QMREntityDefaultCurrency.txt (**)

QMREntityHierarchy.txt (**)

QMRExchangeRates_Actual_2012_QA.txt (**)

HFM\2012Q1 (**)

QMR_2.1.0_EIOPAData2012Q1.dat (**)

QMR_2.1.0_ExchangeRates2012Q1.dat (**)

QMR_2.1.0_GlobalData2012Q1.dat (**)

QMR_2.1.0_TestData2012Q1_LE01.dat (**)

QMR_2.1.0_TestData2012Q1_Ownership.dat (**)

15

HFM\2012QA (**)

QMR_2.1.0_EIOPAData2012QA.dat (*)

QMR_2.1.0_ExchangeRates2012QA.dat (**)

QMR_2.1.0_GlobalData2012QA.dat (*)

QMR_2.1.0_TestData2012QA_Group.dat (*)

QMR_2.1.0_TestData2012QA_LE01.dat (*)

QMR_2.1.0_TestData2012QA_LE01RFF1.dat (*)

QMR_2.1.0_TestData2012QA_LE01RFF2.dat (*)



QMR_2.1.0_TestData2012QA_LE04_Branch1.dat (**)

QMR_2.1.0_TestData2012QA_LE04_Branch11.dat (**)


QMR_2.1.0_TestData2012QA_LE06.dat (**)





QMR_2.1.0_TestData2012QA_Ownership.dat (**)

10 HFM LOCALIZATION

- QMR_Metadata_Localization_2.1.0_DE.txt (*)

- QMR_Metadata_Localization_2.1.0_ES.txt (*)

- QMR_Metadata_Localization_2.1.0_FR.txt (*)

- QMR_Metadata_Localization_2.1.0_NL.txt (*)

11 DOCUMENTATION

- QMR_AdminGuide_2.1.1.pdf (***)

- QMR_UserGuide_2.1.0.pdf (**)

- QMR_Metadata_2.1.1_Changes.xlsx (***)

- QMR_DataModel_2.1.1.xlsx (***)

Installation Updates

This release of Oracle Quantitative Management and Reporting for Solvency II is version 2.1.1. 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_2.1.1_Changes.xlsx”.

It is recommended that any client changes to these files be similarly annotated to facilitate the

merging of Oracle Quantitative Management and Reporting for Solvency II file updates and client

modifications.

Known Issues

The following issues are the noteworthy known issues of this release.

16

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.

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.

Display of “Methodology used for group solvency calculation” in Asset schedules

The EIOPA July 2012 QRTs for Assets when reported by a Group includes a header item indicating the

method used for group solvency calculation (accounting consolidation / deduction and aggregation / a

combination of the two). This has not been applied to the QMR 2.1.0 Assets schedules and based on

the EIOPA March 2013 Guidelines proposal will not be required for these schedules.

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.

17039419 - OWN FUNDS NON AVAILABLE ACCOUNTS TO BE REMOVED

Several Own Funds Non Available accounts need to be removed to comply with the EIOPA July 2012

QRTs:

- Initial Funds

- Ordinary Share Premium

- Retained Earnings

- Preference Shares Premium

Two data entry forms also need to be updated to remove these accounts:

- 06_OF_B1_NonAvail.wdf

- 07_OF_B1_NonAvail_Solo_DataEntry.wdf

The forms should then be linked to the main annual Own Funds forms. Note that the Financial Report

is correct.

17206255 - HIDDEN GRID IN FR REPORT IS DISPLAYED IN HTML IN 11.1.2.2

All QMR Financial Reports include hidden grids. If a report is viewed in HTML in FCS 11.1.2.2 then the

hidden grids are displayed. This issue does not affect PDF reports or HTML in FCS 11.1.2.1 or 11.1.2.3.

17

Defects Fixed and other Updates in This Release – 2.1.0

14577945 - BS-C1B AND LINKED WDEFS DO NOT ALLOW INTERCOMPANY INPUT

Inter-company functionality added.

14578055 - CAN CELL TEXT COUNTRY CODES INCLUDE THE DESCRIPTION E.G. DE -

GERMANY

Cell Text data lineage for Geographic Diversification calculations presents ISO country codes. By

changing a rules setting, the country description can also be presented. However, the country

description for any languages in addition to EN (English) must be added to the Custom1 member

UD Fields in metadata.

14578242 - VALID ENTRIES FOR RATING AGENCIES ARE INCONSISTENT BETWEEN HFM AND

FDM

“Moodys” changed to “Moody’s” in HFM.

14578297 - SOME QRTS LIKE TP-F3 FDM IMPORTS HEADERS INTO HEADER LINE WHICH

ARE INVALID

Import corrected.

14578374 - OPEN 05_COVER_AQ_LIFE FORM MISSING LINKED FORM

Linked form added.

14580758 - SCR WEBFORM HAS MISSING LINES DOES NOT COMPLY WITH EIOPA

All required rows are presented… note that Group-only rows will be suppressed for Group entities.

14581306 - SHOW ENTITY LABELS AND DESCRIPTIONS IN ALL QMR WDEFS AND FR

REPORTS

Option provided for FR with linked headers to display either Description only or Label:Description.

No change can be made for Data Entry Forms.

14582953 - FORM G01 NOWHERE TO ENTER SOURCE DATA (UNDERWRITING PERFORMANCE

ETC)

Form “00_Group_G01_SoloEntry” added to folder “21_Group”.

14583072 - QMR REINSURANCE FR REPORTS ARE FIXED TO ONE ENTITY

“Re-J1-Life” report corrected.

14583108 - WDEF AND FR REPORT FOR COVER A1A DO NOT MATCH EIOPA STANDARD

Cells merged in the report as required but cells cannot be merged in Data Entry Forms.

14583169 - QMR: SUPPRESSION ON WDEF BS-C1B SHOULD BE TURNED OFF

Amendments made to Data Entry Forms and two options provided. See Administration

(Implementation) Guide for further details.

14587083 - ASSET D3 TEMPLATE SHOULD BE IN HFM NOT FDM

Asset-D3 schedule added to HFM.

14593419 - ADDMEMBER IN BS_CIB_DETAILS WEB DATA ENTRY FORMS DOESNT WORK

Amendments made to Data Entry Forms and two options provided. See Administration

(Implementation) Guide for further details.

18

14593473 - A1A FR REPORTS SHOULD NOT SHOW EMPTY COLUMNS FOR THE TOP 5

COUNTRIES GRID

Sorting and suppression in the A1A and A1Q report displays up to 5 countries, covering at least

90% of the Premiums Written.

14594015 - ROW R SHOULD BE CENTRED IN THE A1A FR REPORT OF QMR SOLUTION

Row R now centered in the report.

14594082 - LOANS/MORTGAGES ARE IN THE WRONG PLACE ON NOVEMBER QRT

“Loans and Mortgages” account moved within the Assets section of the BS-C1 schedule. Two

additional more detailed accounts added to comply with the July 2012 QRTs.

14599082 - VALIDATION OF DATE FORMAT MISSING ON REINSURANCE INPUT WDEFS

Validations added.

14604992 - REQUIREMENT TO UTILISE MULTI LEVEL ENTITY HIERARCHY IN QMR

Multi-Level entity hierarchy support added.

14610949 - FORM G01 LISTS ALL BASE ENTITIES UNDER GROUP SOME OF WHICH ARE NOT

NEEDED

Report updated as part of added Multi-Level functionality.

14611621 - QMR 2.0 : FDM IGT3 IMPORT FORMAT IGNORES A COLUMN

Import corrected.

14616209 - NO VALIDATION FOR SEDOL CODE

SEDOL code validation added.

14619084 - FDM IMPORT SCRIPT QMR_DATA TESTS FOR WRONG DATE FORMAT

Validation corrected.

14628112 - LIST OF ALL SHARES OF REINSURES FOR ALL BASE ENTITIES OF A SELECTED

PARENT

Group reporting of Re schedules added as required by EIOPA July 2012 QRTs.

14628280 - MISSING LIFE AND HEALTH SIMILAR TO LIFE, EXCLUDING INDEX LINKED AND

UNIT-LINKED

Additional subtotals added for data entry and display.

15830085 - THE ASSETS AND LIABILITY LINES IN BS-C1D NEED TO BE VALIDATED AGAINST

BS-C1

Validations added.

15830134 - INCORRECT COMMENT IN QMR_DATE SCRIPT

Comment corrected.

15884512 - 'COVER_EXPENSESOTHER' ACCOUNTS TO BE REPORTED WITH INTERCOMPANY

PARTNER DETAIL


15884547 - REPORT SHOULD CALCULATE 5 MAJOR COUNTRIES BY AMOUNT OF GROSS

WRITTEN PREMIUMS

Sorting and suppression in the A1A and A1Q report displays up to 5 countries, covering at least

90% of the Premiums Written.

19

15885537 - GO4 TEMPLATE INCLUDES TOO MANY ENTITIES

G04 report included IORP, Regulated Financial and Non-regulated Financial entities.

15891758 - IN QMR 2.1 THE D3 TEMPLATE AND ACCOUNTS SHOULD HAVE ICP CAPABILITY


15891778 - 04_COVER_A1Q_LIFE, 05_COVER_A1Q_NOONLIFE HAVE NO LINKED FORMS

FOR COUNTRY SPLIT

Linked forms added.

15893749 - FR REPORTS SPLIT ACROSS PAGES WITH NO HEADERS

Headers corrected.

15940836 - TEMPLATES A1A AND A1Q DO NOT ALLOW ENTRY OF INTERCOMPANY DATA

Data Entry Forms updated to add inter-company entry capability.

15947745 - FDM SCRIPT QMR_RATE DOES NOT TEST FOR ALL POSSIBLE RATES ALLOWED

BY EIOPA

Validation test removed.

16023032 - TP-E4: HEADER MISSING FIELDS 'LINE OF BUSINESS', CURRENCY' AND 'LATEST

YEAR'

Report headers updated an verified.

16023094 - BS-C1, BS-C1B AND BS-C1D: THE APP NAME IS MISSING IN THE REPORT

HEADERS

Report headers revised in all reports.

16023336 - ALL REPORTS - IN THE HEADER THE YEAR AND PERIOD ARE NOT LINED UP

CORRECTLY

Report headers revised in all reports.

16028929 - TP-E6 IS NOT DESIGNED ACCORDING TO EIOPA SPECIFICATION

Metadata, Data Entry Form and Report updated.

16035194 - SCHEDULE COVER A1A NON-LIFE IS MISSING THE SUBHEADER "EXPENSES

PAID"

Header added.

16079544 - TP-E7B DOES NOT CONFORM TO EIOPA SPECIFICATIONS

Metadata, Data Entry Form and Report updated.

16103271 - WRONG FIXED CUSTOM4 MEMBER IN GRID POINT OF VIEW OF GRIDS IN BS-

C1B REPORT

Custom4 member corrected.

16163359 - SCR-B2A REPORT SHOULD NOT CONTAIN SOLVENCY CAPITAL REQUIREMENT

DEDUCTION/AGG

Deduction & Aggregation row removed.

16164611 - THE LAYOUT OF THE COLUMNS REPORT TP-E4 IS NOT ACCORDING EIOPA

SPECIFICATIONS

Report corrected.

20

16290528 - TP-E1 WDEF AND REPORT PERCENTAGES NOT DISPLAYING CORRECTLY

Presentation of percentages updated.

16315643 - OF-B1-SOLO-DETAIL-02 INCORRECT VALUE IN 'IS THIS GRANDFATHERED?'

COLUMN

Report corrected and description updated to match EIOPA July 2012 QRTs.

16329666 - NO BALANCE C/FWD COLUMN IN OF-B1-SOLO-DETAIL-01 REPORT

Report corrected.

16355728 - SCR-B3A WDEF HAS EQUITY RISK AND EQUITY RISK DIVERSIFICATION BUT

REPORT DOESN'T

Rules updated and Equity Risk Diversification row removed from Data Entry Form.

16438698 - TP-E1 HEADER FOR GROSS BEST ESTIMATES FOR DIFFERENT COUNTRIES IS

MISSING

Report corrected.

16445413 - TP-E1 REPORT HAS MISSING COLUMNS SPECIFIED IN EIOPA

Report corrected.

16451705 - TP-E1 REPEAT HEADERS FOR TECHNICAL PROVISIONS TOTAL SHOULD BE

UNCHECKED

Report corrected.

16452759 - QRT OF-B1Q TOTAL AVAILABLE OWN FUNDS TO MEET THE SCR (GROUP) (CELL

B48 IN EIOPA)

Calculations corrected.

16471063 - QMR REPORTS TO HAVE THE "DEFINED BY PREFERENCES" OPTION SELECTED

BY DEFAULT

Report set-up changed for all reports to apply User Preferences.

16484808 - TP-E1 REPORT MISSING HEADING

Report corrected.

16513238 - TP-E2 INCORRECT DUTCH TRANSLATION FOR CUSTOM1 MEMBER

TP_LOBNONLIFEBEG

Translation amended.

16513430 - TP-E1Q MISSING TECHNICAL PROVISIONS CALCULATED AS A SUM OF BE AND

RM (NON-REPL)

Report corrected.

16513552 - REPORT TP-E3 "DEVELOPMENT YEAR" AND "YEAR" HEADINGS MISSING

Report corrected.

16513810 - TP-E1Q SEGMENTATION HEADERS ARE MISSING

Report corrected.

16520807 - OF-B1A SOLO CELL B58 INCORRECTLY REFERENCED

Calculations and Report corrected.

21

16522277 - REPORT TP-E1 SOME ROWS ARE MISSING

Report corrected.

16568301 - CUSTOMER BELIEVES CELL H1G TOTAL ON "COVER A1A" IS NOT THE SAME AS

EIOPA STANDARD

Report corrected.

16569072 - INCORRECT CALCULATION OF OF-B1Q-GROUP "TOTAL AVAILABLE OWN FUNDS"

CELL

Calculations corrected.

16685686 - INCORRECT CALCULATIONS IN TP-E1Q FORM

Metadata updated.

16730985 - D3: THE A5 CELL (INTEREST) HAS BEEN TAKEN OUT

EIOPA removed the Interest column form the July 2012 QRTs… QMR has retained it… the Report

can be modified if required by hiding the column.

16737162 - DURATION OF LIABILITIES AND LAPSES ACCOUNTS NOT SETUP FOR C4 DATA

AUDIT

Metadata updated.

16753050 - TP-F1_LIFE AND TP-F1Q_LIFE DUPLICATE COLUMNS

Report corrected.

16755553 - TP-F1 AND TP-F1Q MISSING SOME LINES

Data Entry Form and Report corrected.

16760639 - TP-F3: VALIDATION OF CELL A6 IS MISSING VALIDATE TWO LETTER CODE FOR

PRODUCT ID

Validation added.

16805822 - COUNTRY K1: THE HOMECOUNTRY COLUMN NOT CALCULATED

Home Country column now calculated.

16805886 - RE_SPV_DATAENTRY SOME ACCOUNTS ARE NOT CONSOLIDATED/INPUT AT

GROUP LEVEL

Account consolidation corrected.

16883122 - INCORRECT DESCRIPTION FOR TP-F2 FINANCIAL REPORT

Report corrected.

16904950 - INCORRECT CELL TEXT RULE FOR G: CALCULATION IN 17_SCR_B3G

Calculation corrected.

16907730 - TP_E3 NON LIFE INSURANCE CLAIM FR REPORT DOES NOT SHOW CORRECT

DATA

Report updated.

16911727 - NO CORRESPONDING FR REPORT FOR BS_C1B_DETAILS_CONTINGENCIES

WEBFORM

Report corrected.

22

16918276 - 17_SCR_B3G: WRONG FORMULA FOR "TOTAL CAPITAL REQUIREMENT FOR

OPERATIONAL RISK"

Formula corrected.

16918376 - MISSING HEADERS IN RE-SPV

Report corrected.

16918564 - 11_TP_E1Q: DUPLICATE "TECHNICAL PROVISIONS - TOTAL " ROWS

Report corrected.

16918727 - TP-F2 -TOTAL RECOVERABLE FROM REINSURANCE- NO FORM TO INPUT BASE

LEVEL DATA

Linked data entry form added.

16925678 - INCORRECT COLUMN DESCRIPTION IN TP-F3 FDM REPORT

Report corrected.

16925744 - TP-E7A FINANCIAL REPORT DOES NOT INCLUDE ALL ACCOUNTS IT SHOULD

Report corrected.

17024598 - OF-B1-SA ORDINARY SHARE CAPITAL CALCULATED INCORRECTLY NOT

FOLLOWING EIOPA

Ordinary Shares calculations adjusted.

17026228 - BS-C1 VALIDATIONS: FR AND WDEF CALCULATIONS DONT MATCH

Report erroneously included validation count, now corrected.

Defects Fixed and other Updates in This Release – 2.1.1

17156988 - EXCHANGE RATE EXTRACT FOR FDM DOES NOT INCLUDE TRIANGULATED RATES

Rules file updated.

17163590 - NO VALIDATIONS ARE BUILT BETWEEN BS_C1D AND D1 AND D2O

Additional Assets summary accounts added to metadata and rules updated.

17171019 - QMR_2.1.0_FDM_11.1.2.2_ORACLEDB.XML REFERENCES FM11X-G6-A NOT

FM11X-G6-B

Documentation (Admin Guide) updated and clarified regarding the installation and use of the QMR

FDM adaptors.

17179092 - DESCRIPTION OF SAMPLE DATA FILES IN ADMIN GUIDE NOT UPDATED FROM

QMR 2.0.0

Documentation (Admin Guide) updated.

17192221 - 7 OF 249 ISO COUNTRY CODES MISSING FROM CUSTOM2 DIMENSION

Metadata updated.

17206268 - BS-C1 - FIX THOUSAND SEPARATOR ON SOME ROWS

BS-C1.des file updated.

17213376 - WDEF LCM FILE CONTAINS INCORRECT VERSION OF FORM

ENTITYEXCHANGERATE_EXTRACT

File QMR210Forms.zip replaced with QMR211Forms.zip.

23

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_2.1.1.pdf) and the

Administrator / User Guide (QMR_UserGuide_2.1.0.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. please see the relevant product

documentation.

Copyright (c) 2013, Oracle and / or its affiliates. All rights reserved. http://www.oracle.com

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