ANNEX III
CIC table
|
First 2 positions |
Asset listed in |
ISO 3166-1-alpha-2 country code or XL (for not listed) or XT (for not exchange tradable) |
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|
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|
Third position |
Category |
1 |
2 |
3 |
4 |
5 |
6 |
7 |
8 |
9 |
0 |
A |
B |
C |
D |
E |
F |
|
Government bonds |
Corporate bonds |
Equity |
Investment funds Collective investment undertakings |
Structured notes |
Collateralised securities |
Cash and deposits |
Mortgages and loans |
Property |
Other investments |
Futures |
Call Options |
Put Options |
Swaps |
Forwards |
Credit derivatives |
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|
Fourth position |
Sub-category or main risk |
1 |
1 |
1 |
1 |
1 |
1 |
1 |
1 |
1 |
|
1 |
1 |
1 |
1 |
1 |
1 |
|
Central Government bonds |
Corporate bonds |
Common equity |
Equity funds |
Equity risk |
Equity risk |
Cash |
Uncollateralised loans made |
Property (office and commercial) |
|
Equity and index futures |
Equity and index options |
Equity and index options |
Interest rate swaps |
Forward interest rate agreement |
Credit default swap |
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|
2 |
2 |
2 |
2 |
2 |
2 |
2 |
2 |
2 |
|
2 |
2 |
2 |
2 |
2 |
2 |
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|
Supra-national bonds |
Convertible bonds |
Equity of real estate related corporation |
Debt funds |
Interest rate risk |
Interest rate risk |
Transferable deposits (cash equivalents) |
Loans made collateralised with securities |
Property (residential) |
|
Interest rate futures |
Bond options |
Bond options |
Currency swaps |
Forward exchange rate agreement |
Credit spread option |
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|
3 |
3 |
3 |
3 |
3 |
3 |
3 |
|
3 |
|
3 |
3 |
3 |
3 |
|
3 |
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|
Regional government bonds |
Commercial paper |
Equity rights |
Money market funds |
Currency risk |
Currency risk |
Other deposits short term (less than or equal to one year) |
|
Property (for own use) |
|
Currency futures |
Currency options |
Currency options |
Interest rate and currency swaps |
|
Credit spread swap |
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|
4 |
4 |
4 |
4 |
4 |
4 |
4 |
4 |
4 |
|
|
4 |
4 |
|
|
4 |
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|
Municipal government bonds |
Money market instruments |
Preferred equity |
Asset allocation funds |
Credit risk |
Credit risk |
Other deposits with term longer than one year |
Mortgages |
Property (under construction) |
|
|
Warrants |
Warrants |
|
|
Total return swap |
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|
5 |
5 |
|
5 |
5 |
5 |
5 |
5 |
5 |
|
5 |
5 |
5 |
5 |
|
|
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|
Treasury bonds |
Hybrid bonds |
|
Real estate funds |
Real estate risk |
Real estate risk |
Deposits to cedants |
Other collateralised loans made |
Plant and equipment (for own use) |
|
Commodity futures |
Commodity options |
Commodity options |
Security swaps |
|
|
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|
6 |
6 |
|
6 |
6 |
6 |
|
6 |
|
|
|
6 |
6 |
|
|
|
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|
Covered bond |
Common covered bonds |
|
Alternative funds |
Commodity risk |
Commodity risk |
|
Loans on policies |
|
|
|
Swaptions |
Swaptions |
|
|
|
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|
7 |
7 |
|
7 |
7 |
7 |
|
|
|
|
7 |
7 |
7 |
7 |
7 |
|
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|
National Central Banks |
Covered bonds subject to specific law |
|
Private equity funds |
Catastrophe and Weather risk |
Catastrophe and Weather risk |
|
|
|
|
Catastrophe and Weather risk |
Catastrophe and Weather risk |
Catastrophe and Weather risk |
Catastrophe and Weather risk |
Catastrophe and Weather risk |
|
||
|
|
8 |
|
8 |
8 |
8 |
|
|
|
|
8 |
8 |
8 |
8 |
8 |
|
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|
|
Subordinated bonds |
|
Infrastructure funds |
Mortality risk |
Mortality risk |
|
|
|
|
Mortality risk |
Mortality risk |
Mortality risk |
Mortality risk |
Mortality risk |
|
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|
9 |
9 |
9 |
9 |
9 |
9 |
9 |
9 |
9 |
9 |
9 |
9 |
9 |
9 |
9 |
9 |
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|
Other |
Other |
Other |
Other |
Other |
Other |
Other |
Other |
Other |
Other |
Other |
Other |
Other |
Other |
Other |
Other |
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