(a)

any relevant triggering events or mechanisms under the contract;

(b)

the maximum aggregate risk exposure of the contract;

(a)

an explanation of how the special purpose vehicle is, or will be, fully funded, including relevant tests, such as stress and scenario tests, to determine if the fully funded requirement has been complied with and how the status will be maintained;

(b)

information on the special purpose vehicle's equity including size, growth, potential investor concentration, and on the special purpose vehicle's management share of that equity;

(c)

details of the counterparties to the contractual arrangements relating to the transfer of risk from an insurance or reinsurance undertaking to the special purpose vehicle, including details of all the roles of the special purpose vehicle and the insurance or reinsurance undertaking, as well as the roles and identities of other participants, including, but not limited to, note holders, account managers and account servicing managers, custodians and trusts, asset managers, underwriters and sponsors to the transaction. This shall also include an assessment of the applicable accounting consolidation requirements of the special purpose vehicle into a group;

(d)

information on quantifiable risks of the special purpose vehicle including details of the special purpose vehicle's liquidity risk and liquidity strategy;

(e)

information on risk implications of the special purpose vehicle's proposed investment strategy;

(f)

information on the special purpose vehicle's adherence to the solvency requirements according to Article 327 of Delegated Regulation (EU) 2015/35;

(g)

details of the risk transfer, including assessment of material residual risks, including basis risk;

(h)

details on, if any, the use and details of hedging instruments, such as interest rate swaps or currency contracts;

(i)

details of any off-balance sheet commitments to support the special purpose vehicle, including guarantees or any other form of credit risk mitigation sold to or otherwise provided to the special purpose vehicle;

(j)

financial projections over the expected life of the special purpose vehicle;

(k)

an actuarial assessment of the insurance risks assumed;

(l)

a draft plan outlining the special purpose vehicle's supervisory reporting procedures, designed to comply with the requirements of Articles 325 to 327 of Delegated Regulation (EU) 2015/35, including specific reportable matters identified under Article 325(2) and Article 326(1) and (2) of Delegated Regulation (EU) 2015/35 and with regards to how material changes would be communicated to the supervisory authority;

(a)

prospectus or offering circular or private placement memorandum, or drafts thereof;

(b)

rating assessment or credit rating agency's report prior to the issue of the funding instruments by the special purpose vehicle;

(c)

details relating to the potential use of financial guarantors on any of the ‘tranches’ of notes to be issued;

(d)

trustee agreement, where such an arrangement exists, or drafts thereof;

(e)

with regard to the debt or financing mechanisms, details of the special purpose vehicle's liquidity strategy for the issued financial instruments, including the structure and tiering, types of positions, and note holder withdrawal rules;

(f)

information on risk implications of the special purpose vehicle's investment strategy;

(g)

contracts, or drafts thereof, and details of any hedging instrument, such as interest rate swaps or currency contracts;

(h)

transaction documentation, or draft thereof, governing parts of the contractual arrangements relating to the transfer of risk from an insurance or reinsurance undertaking to the special purpose vehicle, which may be understood as connected transaction according to Articles 210(3) and 320(2) of Delegated Regulation (EU) 2015/35. Where applicable, this may include contracts with other participants to the transaction, as well as outsourcing and service contracts;