| S.26.01.04.03 | ||
| Simplifications used | ||
| C0010 | ||
| Simplifications spread risk – bonds and loans | R0012 | |
| Simplifications market concentration risk – simplifications used | R0014 | |
| Captives simplifications - interest rate risk | R0020 | |
| Captives simplifications - spread risk on bonds and loans | R0030 | |
| Captives simplifications - market concentration risk | R0040 | |