CalculationError        Structured calculation failure
Context                 Explicit calculation context
DiscountCurve           Explicit local discount curve
Engine                  Execute a dependency graph of granular
                        calculations
NumericOverride         A traceable numeric analyst override
aggregate_risk          Aggregate already determined module charges
                        using an explicit regulatory matrix.
api_catalogue           Catalogue of Golden Source APIs
assigned_credit_eligibility_screen
                        Return eligibility for the CHOSEN route, never
                        an internally modelled CQS.
assigned_credit_issuer_financial_screen
                        Screen seven numeric issuer criteria on
                        qualified EUR financial values.
assigned_credit_yield_screen
                        Check every qualified issue against both
                        prescribed yield ceilings.
basic_scr               Five-module aggregation plus the charge on
                        recognised intangible assets.
best_estimate_approximation_conditions
                        Check declared data-deficiency exception, not
                        create an approximation.
best_estimate_cashflows
                        Discount already probability-weighted,
                        gross-of-reinsurance cashflows.
best_estimate_contract_cashflows
                        Select entire qualified obligations, never
                        truncate by a payment date.
best_estimate_with_curve
                        Bind a local discount curve to externally
                        projected cashflows
bond_spread_stress      Use modified duration, floored at1; floats need
                        externally assessed equivalent fixed duration.
capital_add_on_amount   Prescribed add-on arithmetic, not a supervisory
                        imposition or risk model.
capital_breach_requirements
                        Select notification/plan duties using
                        externally established breach facts.
capital_recovery_plan_evidence_check
                        Inventory the five common plan contents; do not
                        project or approve them.
captive_interest_currency
                        Evaluate one currency's literal asset-minus-BE
                        formula for a declared scenario.
captive_interest_duration
                        Look up an explicitly qualified lettered band;
                        do not invent boundary rules.
captive_nonlife_aggregation
                        Aggregate all twelve DR90 segment charges, with
                        explicit inactive zeros.
captive_nonlife_segment
                        Calculate a segment charge from already
                        qualified Article116 volumes.
captive_simplification_conditions
                        Check externally assessed DR89 facts, not
                        substantive eligibility itself.
catastrophe_effective_sum
                        Qualified recovery subtraction or explicit
                        gross fallback for inadequate risk capture.
catastrophe_group_weighted_sum
                        Q*max(group zone weights)*qualified group SI;
                        never invent a group matrix.
catastrophe_region_aggregation
                        Aggregate externally determined regional
                        catastrophe charges plus other-region charge.
catastrophe_weighted_sum
                        Q_W_SI for an externally qualified zone
                        ordinal, not an address-to-zone mapping.
catastrophe_zone_aggregation
                        sqrt(WSI' C WSI) for one Annex XXII–XXVI
                        peril/region; WSI supplied externally.
catastrophe_zone_ordinal
                        Resolve an explicitly supplied published code
                        to its zone ordinal.
coinvestment_numeric_screen
                        Check strict issuer size/revenue and inclusive
                        retention for EACH security.
concentration_adjusted_exposure
                        Ei excluding zero-gi counterparties; does not
                        alter Assets or quality weights.
concentration_asset_loss
                        Immediate asset-value loss, explicitly NOT the
                        resulting BOF capital charge.
concentration_assets    Select Assets from externally classified
                        holdings; intragroup needs all five flags.
concentration_credit_quality
                        Position quality before single-name
                        weighting/ceiling; eligibility is external.
concentration_excess    Threshold excess on already scoped Assets and
                        zero-factor-adjusted exposure.
concentration_exposure_sum
                        Sum externally grouped counterparty/single-name
                        exposures, not all Assets.
concentration_factor    gi selection, not grouping or CT selection;
                        regional CQS2 reference affects gi only.
concentration_risk      Euclidean norm of already valued single-name
                        BOF charges; not asset losses.
concentration_single_name_quality
                        Ceil value-weighted quality only after
                        aggregation, without epsilon rounding.
concentration_threshold
                        CT on externally established single-name
                        quality or qualified special exposure.
contract_boundary_exclusion
                        Only the Article 18(3) negative screen; zero
                        never proves contract membership.
contract_recognition_due
                        Has the first recognition time arrived? This
                        does not reverse later derecognition.
contract_unilateral_right
                        Guideline2 unilateral-right screen, not full
                        contract-boundary membership.
counterparty_solvency_ratio
                        Divide externally qualified latest eligible
                        funds by latest positive SCR.
coverage                Declared regulatory coverage and limitations
credit_cat_default_loss
                        Select largest NET default exposures and report
                        their gross scenario claims.
credit_cat_recession_loss
                        Sudden gross claim from next12month earned
                        LOB9/21 premiums, not capital.
credit_derivative_scenario_charge
                        Select gross credit-derivative charge by
                        maximal net-FDB scenario loss.
credit_spread_stress    Absolute widening versus relative tightening;
                        hedge exclusions require separate assessment.
currency_participation_bof_change
                        Signed FX BOF change: deducted holdings
                        contribute gains but not losses.
currency_peg_factor     Historical document-profile pair factor, not
                        confirmation of a current currency peg.
currency_peg_rate_stress
                        Apply a qualified original peg factor to local
                        currency per one foreign unit.
currency_rate_stress    Stress local currency per one foreign unit, not
                        its reciprocal or a BOF amount.
currency_risk           Sum already net-scenario-selected gross
                        charges, all valued in Context.currency.
currency_scenario_charge
                        One currency: select gross charge by the
                        largest externally valued net-FDB loss.
de_branch_minimum_amount
                        Calculate a qualified German branch asset
                        minimum or domestic deposit.
de_cover_assets_minimum
                        German book-value cover pool minimum, distinct
                        from Solvency-II TP.
de_cover_property_value
                        Book/market minimum, or explicitly
                        supervisor-determined property value.
de_liquidity_coverage   Coverage, cash-flow gap and liquidity level for
                        one qualified horizon.
default_ccp_fund_lgd_2027
                        LGD of an externally qualified CCP default-fund
                        contribution, not CCP eligibility.
default_clearing_conditions
                        Check one externally selected clearing route,
                        not legal eligibility.
default_collateral_factor
                        Select a coefficient, not an insolvency-law
                        interpretation or collateral valuation.
default_collateral_market_adjustment
                        Literal document-profile order; signed
                        adjustment, not collateral eligibility.
default_defaulted_loan_lgd_2027
                        Article192(4a) floor; Loan is the
                        source-defined qualified mortgage value.
default_derivative_lgd
                        Four externally qualified variants, with
                        explicit market/risk-adjusted collateral.
default_derivative_netting_value
                        Combine market values, never stand-alone RM,
                        collateral stress or LGD.
default_exposure_type   Return1/2 for default types or0 for exclusion
                        FROM THIS MODULE ONLY.
default_mortgage_lgd    Use a qualified stress guarantee, not an
                        arbitrary guarantee nominal amount.
default_other_lgd       Two externally classified nonnegative valuation
                        conventions; no hidden offsetting.
default_pool_lgd        Externally qualified type B/C pool formula, not
                        pool classification.
default_pool_member_ratio
                        Select the pool SR convention, not the
                        counterparty PD table.
default_pool_solvency_ratio
                        Harmonic EOF-weighted inner group plus
                        risk-share-weighted outer group.
default_pool_type_a_lgd
                        Apply type-A liability rule to an externally
                        qualified Article192 LGD.
default_probability     Apply an externally qualified Article 199
                        category; not a rating/classification engine.
default_protected_probability
                        Select a qualified provider PD, never the
                        minimum of two probabilities.
default_reinsurance_lgd
                        Choose standard/high-encumbrance formula; input
                        includes corresponding receivables.
default_risk_adjusted_collateral
                        Literal collateral branches, with signed
                        results and explicit legal evidence.
default_risk_adjusted_mortgage
                        Subtract adjustment from externally assessed
                        Article198(2) property value.
default_risk_mitigation
                        Difference for the same relevant risk module;
                        never substitute overall SCR.
default_securities_financing_lgd_2027
                        Qualified repo/reverse-repo/securities-lending
                        LGD, not a netting engine.
default_single_name_count
                        Count declared single names and retain every
                        exposure-to-group assignment.
default_single_name_lgd
                        Sum already assessed LGDs; qualified netting
                        sets must not be counted twice.
default_single_name_pd
                        LGD-weighted PD for one externally grouped
                        single name, not legal grouping.
default_type1           Type-1 variance and charge; PD/LGD supplied per
                        already grouped single name.
default_type2_shock     Value-decrease amount; BOF must still be
                        revalued to determine the capital charge.
default_type2_shock_2027
                        Three disjoint2027 LGD pools; no implicit zero
                        for defaulted/forborne loans.
discount_curve_from_spot_rates
                        Build explicit discount factors from externally
                        supplied spot rates
documentation           Read bundled documentation without a browser
equity_shock            Shock factor with optional qualified168 route
                        checks, never asset valuation.
equity_stress_amount_2027
                        Apply an externally qualified169 factor to the
                        prescribed position basis.
export_resources        Export local reference resources or an explicit
                        analyst scenario
external_model_checked_value
                        Forward an externally computed value after
                        declared-evidence checks.
financial_issuer_spread_stress
                        Route insurer and externally qualified
                        financial-issuer factors, not legal
                        eligibility.
governance_evidence_check
                        Inventory applicable declared controls and
                        expose versioned review periods.
governance_remuneration_deferral_years
                        Minimum deferral period for an externally
                        qualified relevant staff member.
group_combined_component_surplus_2027
                        Compose externally approved disjoint methods,
                        not a consolidation model.
group_combined_currency_exposure_2027
                        Positive holding excess for external
                        consolidated currency scenarios.
group_consolidated_best_estimate
                        Sum BE already adjusted externally for all
                        intra-group transactions.
group_consolidated_minimum
                        Qualified MCR sum plus future local
                        licence-withdrawal requirements.
group_consolidated_risk_margin
                        Proportionate sum of externally qualified risk
                        margins, no added diversification.
group_consolidated_scr
                        Sum qualified Article336 amounts plus
                        externally set group add-on.
group_consolidated_surplus
                        External consolidated eligible EOF minus SCR
                        after its qualified minimum.
group_immaterial_participation_screen_2027
                        Strict numerical thresholds only, never
                        supervisory permission.
group_insurance_holding_conditions_2027
                        Declared holding criteria, not an automatic
                        group or entity classification.
group_long_term_equity_limit_2027
                        Method1/combined LTE cap, not group SCR or an
                        automatic classification.
group_method2_best_estimate_sum
                        Parent plus proportionate related BE,
                        preserving signed external valuations.
group_method2_component_surplus
                        Signed method2 aggregation component, not
                        complete approved group solvency.
group_minority_excess_2027
                        Literal 2027 minority formula, on explicitly
                        pre-qualified net amounts.
group_model_scr_contribution
                        Apply externally supplied model percentages;
                        never develop an insurer model.
group_nonavailable_own_funds_cap
                        Cap ONE externally qualified availability
                        scope, without repeating the cap.
group_orsa_evidence_check
                        Inventory group-ORSA scope, method1 and
                        single-document evidence.
group_orsa_method1_scr_difference
                        Signed related-SCR sum minus consolidated SCR,
                        never floored.
group_own_funds_transfer_timing_screen
                        Check only the declared nine-month horizon, not
                        effective availability.
group_pre_acquisition_scr_exception_2027
                        Future pre-acquisition exception with an
                        explicit issuer-specific effect.
group_reinsurance_elimination
                        Remove qualified internal reinsurance values
                        before consolidation shares.
group_required_shortfall
                        Full subsidiary deficit unless an explicit
                        externally approved exception applies.
group_sector_capital_requirement_2027
                        Select the prescribed maximum of complete
                        externally calculated branches.
group_sector_contribution_2027
                        Sum disjoint qualified sector amounts using
                        subscribed-capital shares.
group_significant_branch_screen
                        Strict 5% group OR host-market test used by
                        group reporting definitions.
group_simplified_participation_scr_2027
                        Externally approved simplified contribution; no
                        extra ownership weighting.
group_standard_scr_contribution
                        Standard-formula contribution for externally
                        qualified consolidated entities.
guaranteed_sts_securitisation_spread_stress
                        Qualified Article180(10)/(10a) factor;
                        historical name retained for callers.
health_accident_benefit_mean
                        Average only event-insured persons in the
                        externally selected concentration.
health_accident_benefit_sum
                        Sum externally qualified event benefits of
                        resident insured persons.
health_accident_concentration_loss
                        Use the externally identified largest qualified
                        building population, not largest loss.
health_accident_country_aggregation
                        Root-sum-square of already valued country BOF
                        charges, never of gross claims.
health_adc_recovery_2027
                        Scenario indemnity for one externally qualified
                        ADC, before cession/prudence.
health_adc_reserve_factor_2027
                        Reserve-sigma adjustment; no invented upper cap
                        or automatic eligibility.
health_biometric_selection
                        Select already qualified SLT-health units; no
                        health TP projection or SCR.
health_biometric_stress
                        Stress only explicitly selected SLT health
                        contracts, not their BOF valuation.
health_disability_risk
                        Sum disjoint SLT medical/income charges; no
                        diversification or classification inference.
health_expense_inflation_stress
                        Add the expense inflation shock without
                        choosing a projection convention.
health_expense_level_stress
                        Stress eligible own/cedent costs jointly with
                        inflation in external projection.
health_hres_mixed_sigma
                        Mix separately calculated volumes; a source
                        reference is not a legal applicability
                        decision.
health_hres_sigma_bound
                        Bound an external representative estimate; this
                        does not determine an official HRES sigma.
health_income_incidence_stress
                        Stress incidence for an explicitly assigned
                        period; jointly project all156 changes.
health_income_transition_stress
                        Apply strict recovery / inclusive continuation
                        thresholds without normalisation.
health_lapse_option_stress
                        Stress relevant exercise/non-exercise
                        probability with health-specific parameters.
health_lapse_risk       Select the gross SLT health lapse charge
                        corresponding to maximum net loss.
health_mass_accident_loss
                        Gross claim for one printed AnnexXVI segment,
                        before reinsurance and BOF revaluation.
health_mass_lapse_factor
                        Return the40% event share, not proportional
                        capital or life special-category70%.
health_medical_inflation_stress
                        Add/subtract percentage points without
                        inventing a compounding model.
health_medical_payment_stress
                        Stress payments jointly with inflation in the
                        external permanent projection.
health_medical_risk     Maximum of two joint-scenario charges; no extra
                        net-selection rule is inferred.
health_module_scope     Look up a qualified LOB, not the contract's
                        economic classification.
health_nslt_lapse_factor
                        NSLT health event share; do not apply SLT's
                        three-scenario selection here.
health_pandemic_income_exposure
                        Sum externally valued permanent-disability
                        benefits with no recovery assumed.
health_pandemic_loss    Gross sudden scenario claim before reinsurance;
                        country residence/scope external.
health_pandemic_medical_cost
                        Weight all three externally valued care types;
                        never silently normalise overrides.
health_premium_reserve_risk
                        Four-segment standard selector; USP/HRES are
                        deliberately not substituted.
health_premium_volume   Health-NSLT net premium volume; cohort/time
                        selection and evidence are external.
health_reserve_volume   Health-NSLT claims volume; recoverables
                        exclude208(2) finite/similar RI.
health_revision_stress
                        Stress externally selected
                        inflation/legal/health revision-exposed
                        annuities.
infrastructure_corporate_eligibility_screen
                        Screen declared corporate criteria with
                        conditional controls and numbers.
infrastructure_project_eligibility_screen
                        Apply only the declared, branch-specific
                        project prerequisites.
insured_deposit_concentration_factor
                        Deposit guarantee concentration gi only; no
                        default/spread risk exemption.
insurer_solvency_spread_stress
                        Interpolate stress, not rating, for externally
                        qualified unrated insurers.
intangible_risk         Charge on intangible value already recognised
                        under Article 12.
interest_additive_shift_2027
                        Return the nonnegative b magnitude; its
                        application sign belongs to the scenario.
interest_down_floor_2027
                        Published floor from1year; subannual ambiguity
                        is not filled by extrapolation.
interest_down_stress_2027
                        Literal downward stress only at/before an
                        externally qualified first smoothing point.
interest_participation_bof_change
                        Retain gains but exclude losses on
                        Art68-deducted financial holdings.
interest_relative_factor_2027
                        Interpolate s using its own90year tail, not the
                        additive60year tail.
interest_scenario_charge
                        Sum each direction across qualified currency
                        groups before scenario selection.
interest_stress         Stress a basic annual spot rate; linear factor
                        interpolation including endpoints.
interest_ufr_stress_2027
                        Shift an externally supplied UFR, without
                        constructing a stressed extrapolation.
lac_dt                  Signed tax adjustment from externally valued
                        balances after the Article 207(1) loss.
lac_dt_profit_assumptions_check
                        Check one externally qualified
                        projection/return-pair and declared evidence.
lac_dt_stress_amount    Loss for the external tax revaluation, before
                        (not after) the tax adjustment.
lac_tp                  Signed (nonpositive) loss-absorbing adjustment
                        for technical provisions.
lapse_stress            Stress the relevant option-exercise rate after
                        the required contract selection.
liability_cat_claim_count
                        Smallest integer STRICTLY above the ratio, or
                        one for unlimited coverage.
liability_cat_loss      Group factor times next12month earned gross
                        premium before reinsurance.
life_biometric_selection
                        Select qualified life units by strictly
                        increased TP excluding risk margin.
life_biometric_stress   Apply a selected biometric stress without
                        inventing a probability/intensity conversion.
life_cashflow_grouping_conditions
                        Check declared Article35 grouping safeguards,
                        not a clustering model.
life_catastrophe_rate_stress
                        Add the twelve-month mortality shock only to
                        externally selected contracts.
life_expense_inflation_stress
                        Add the prescribed percentage-point shock
                        without choosing a compounding model.
life_expense_level_stress
                        Stress eligible costs; combine with inflation
                        stress in the external projection.
life_lapse_option_stress
                        Return exercise probability, stressing
                        non-exercise for extension options.
life_lapse_risk         Select gross capital using all three externally
                        valued net scenarios.
life_mass_lapse_factor
                        Return event share, never a proportional BOF/TP
                        loss or standalone mass SCR.
life_mass_lapse_special_eligibility
                        Screen declared142(6)a facts; a negative result
                        does NOT select category b.
life_revision_stress    Increase only externally qualified
                        revision-exposed annuity benefits.
load_discount_curve_json
                        Import a user-supplied local discount curve
lookthrough_exposure_amount
                        Sum one underlying exposure across all
                        qualified direct/indirect fund paths.
lookthrough_fallback_conditions
                        Test target-first fallback conditions, not
                        infer a fund's asset allocation.
lookthrough_grouping_limit
                        Check an inclusive cap on externally
                        scope-adjusted grouping amounts.
manmade_concentration_loss
                        Maximum combined effective insured sum of
                        externally qualified objects.
market_risk_from_interest_scenarios
                        Aggregate supplied market submodules, with the
                        source's interest-charge equality rule.
matching_fundamental_spread_increase
                        Fundamental-spread increment, not
                        MA/technical-provision revaluation.
mcr_absolute_floor      Select a printed EUR floor, including qualified
                        Article166 direct branches.
mcr_capital_at_risk     Article251 contract-level floors; external
                        benefit/BE qualification unchanged.
mcr_combined            Combined MCR including an explicitly supplied
                        applicable absolute floor.
mcr_life                Linear life MCR; no premature floor on the
                        signed linear total.
mcr_linear              Add the separately determined Art.250/251
                        parts; life may be signed.
mcr_nonlife             Linear nonlife/health MCR using all 16
                        annex-XIX segments, including explicit zeros.
mcr_notional_requirement
                        Notional activity MCR with a separately
                        supervisor-assigned add-on.
mcr_notional_scr        Allocate SCR excluding add-ons by the two
                        notional linear MCR components.
model_va_scr_floor_2027
                        Check declared method conditions and two
                        external SCR floors, not raise SCR.
mortgage_type2_eligibility_screen
                        Screen declarations and numerical limits, not
                        the truth of legal conditions.
motor_assumed_limit     Externally choose total, absent-total
                        property/personal, or per-victim basis.
motor_cat_loss          Gross sudden claim, with literal floor even at
                        zero supplied counts.
motor_vehicle_count     Aggregate qualified LOB4/16 vehicle groups,
                        proportional shares applied once.
natural_cat_event_loss
                        One ordered gross event; do not replace
                        sequential recoveries with a sum.
natural_cat_insured_sum
                        Sum eligible zone exposures; flood/hail motor
                        weights differ.
natural_cat_other_diversification
                        Return sum of squared premium shares over all
                        explicit regions5..18.
natural_cat_other_loss
                        Outside AnnexXIII: eligible next12month gross
                        premiums and external DIV.
natural_cat_scenario_risk
                        Maximum of externally valued A/B sequence
                        capital, not sum of event losses.
natural_cat_weighted_cap
                        Optional externally justified lower WSI, never
                        a reinsurance-net amount.
non_snc_proportionality_size_screen_2027
                        Shared327b/c/d/e/g size component; each
                        measure's other conditions remain.
nonlife_adc_recovery_2027
                        One qualified ADC indemnity, before
                        cession/prudence, using AnnexII sigma.
nonlife_adc_reserve_factor_2027
                        Qualified reserve-sigma factor, no upper cap;
                        zero denominator needs review.
nonlife_lapse_factor    Event share, not capital multiplier;
                        underlying/worst selection external.
nonlife_premium_volume
                        Article 116 premium volume from externally
                        selected net premium cashflows.
nonlife_reserve_volume
                        Net claims BE; eligible recoverables must
                        exclude208(2) finite/similar RI.
nonprop_property_cat_loss
                        Next12month eligible LOB28 earned gross
                        premiums; AnnexIII DIV supplied.
numeric_overrides_from_dict
                        Load an explicit analyst-override batch
obligation_derecognition_condition
                        Qualified obligation state only, never
                        automatic contract-end derecognition.
operational_risk        Gross premium/provision calculation; provisions
                        exclude the risk margin.
orsa_additional_macro_analysis_required_2027
                        Select only additional paragraph1(e) analysis;
                        paragraph1(d) remains.
orsa_biennial_captive_conditions_2027
                        Declared captive eligibility for ORSA
                        frequency, not DR89 simplification.
orsa_climate_scenario_requirement_2027
                        Minimum scenario count from externally
                        qualified materiality/SNC status.
orsa_climate_scenario_structure_2027
                        Check required role metadata and maximum
                        intervals, never model adequacy.
orsa_conditional_evidence_check
                        Inventory conditional
                        comparisons/recalibration, never calculate a
                        model.
orsa_core_evidence_check
                        Inventory explicitly declared core evidence,
                        not adequacy or compliance.
orsa_guidance_evidence_check
                        Inventory archived guideline evidence, not
                        content or legal applicability.
orsa_max_assessment_interval_2027
                        Maximum periodic interval; an event-triggered
                        ORSA remains immediate.
orsa_phase_in_currency_exemption_2027
                        Screen only the Article77a phase-in comparison
                        exemption per currency.
orsa_report_evidence_check
                        Inventory report content/transmission evidence,
                        not the report itself.
other_nonlife_cat_loss
                        All five AnnexXII groups, next12month earned
                        gross premiums.
own_funds_basic_before_adjustments
                        Compose Article88 amounts before further
                        deductions and eligibility limits.
own_funds_classification_evidence_check
                        Inventory declared classification evidence,
                        never classify an instrument.
own_funds_distribution_policy_amount
                        Select a qualified annual payout amount, in the
                        context reporting currency.
own_funds_distribution_policy_ratio
                        Select a qualified payout ratio; no invented
                        cap at 100 percent.
own_funds_expected_future_fee_profit_2027
                        Signed fee-scenario difference for one
                        qualified index/unit-linked scope.
own_funds_expected_future_premium_profit
                        Aggregate without-minus-with valuations in
                        externally qualified groups.
own_funds_financial_deduction_tier
                        Select a remaining own-fund bucket after
                        externally qualified deductions.
own_funds_financial_exemption_screen
                        Version-specific declared-prerequisite screen,
                        never approval of an exemption.
own_funds_financial_participation_deduction
                        Deduct qualified nonexempt financial
                        participations, with per-holding audit.
own_funds_foreseeable_distributions_2027
                        Formal amount, or one of two permitted accrual
                        methods before that stage.
own_funds_mcr_allocation
                        Validate one proposed full MCR-covering
                        allocation of basic own funds.
own_funds_reconciliation_reserve
                        Subtract Article70 items, with explicit
                        financial-participation overlap.
own_funds_restricted_deduction
                        Deduct restricted surplus, or the full elected
                        immaterial RFF amount.
own_funds_scr_allocation
                        Validate one proposed full SCR-covering
                        allocation of preclassified tiers.
own_funds_step_up_limit
                        Art73(4)/77(4) maximum modest one-off step-up,
                        not whole-tier eligibility.
own_funds_tier1_loss_absorption_trigger
                        Article71(8) event screen, NOT
                        write-down/conversion or Tier1 eligibility.
own_funds_tier1_mechanism_requirements
                        Select statutory execution requirements; no
                        instrument amount or booking.
parameter               Parameter value and its regulatory provenance
partial_model_bscr      Annex XVIII techniques1-5, with recursive4/5
                        and certified external2.
partial_public_guarantee_zero_amount_2027
                        Validate explicit zero-treatment allocation,
                        not guarantee pricing or capital.
premium_future_component
                        Sum one selected net premium PV component,
                        without long-term weighting.
premium_net_of_reinsurance
                        Return signed net premiums, not recoverables,
                        total volume or capital.
premium_reserve_diversification
                        Geographic factor from already classified
                        volumes, including mandatory exceptions.
premium_reserve_geographic_region
                        Return the macroregion for an explicitly
                        qualified original territory name.
premium_reserve_parameterised_risk
                        Aggregate supplied effective sigmas, without
                        repeating NP/ADC adjustments.
premium_reserve_risk    Nonlife sigma aggregation with explicit2027
                        reinsurance/USP qualification.
print.Result            Structured calculation result and provenance
property_value_stress   Stress an externally identified property asset,
                        not total BOF or property SCR.
proportionality_application_evidence_2027
                        Application/notification inventory, separate
                        from annual size screens.
prudent_deterministic_best_estimate_2027
                        BE_det + loading*SCR, with default5% or
                        externally demonstrated loading.
prudent_deterministic_eligibility_2027
                        Strict5% time-value screen plus externally
                        qualified route conditions.
prudent_deterministic_non_snc_size_screen_2027
                        Only Article327f size/market conditions, NOT
                        supervisory approval.
public_counter_guarantee_conditions_2027
                        Article215a equivalence gate, not guarantee
                        valuation or zero capital.
public_exposure_zero_factor
                        Shared public-factor rule; Art180 debt scope
                        and Art187 scope remain distinct.
reference_case          A single reference case by identifier
reference_cases         Independent synthetic calculation references
reference_datasets      Additional synthetic reporting reference
                        datasets
reference_portfolios    Synthetic integration portfolios
regular_supervisory_report_interval
                        Select declared RSR periodicity without waiving
                        other reporting duties.
regulatory_euro_amount_indexation
                        Original EUR base times HICP change
                        since31Dec2015, rounded upward.
reinsurance_adjusted_recoverable
                        Subtract the separately calculated EXPECTED
                        default adjustment exactly once.
reinsurance_counterparty_recognition_factor
                        Prescribed211 eligibility/haircut; not PD, LGD
                        or recoverable valuation.
reinsurance_default_adjustment
                        PV of already probability-weighted shortfalls;
                        positive result is a deduction.
reinsurance_default_loss
                        Apply the loss-given-default floor or an
                        explicitly evidenced alternative.
reinsurance_nonlife_allocation
                        Allocate already eligible payments using their
                        external gross-claims linkage.
reinsurance_recoverable_cashflows
                        Discount externally selected expected
                        recoveries at their own payment dates.
reinsurance_recoverables_from_net
                        Article57 signed gross-minus-net difference
                        BEFORE expected default loss.
replicated_cashflow_value
                        Market-value arithmetic with mandatory
                        exclusions, not replication approval.
reporting_bound_rule_check
                        Check an archived rule on explicitly bound
                        facts
reporting_captive_itemised_exemption_2027
                        Declared Article35a(3) eligibility only for
                        subannual itemised reporting.
reporting_catalog       Archived reporting definitions for an explicit
                        technical release
reporting_closed_rule_check
                        Check a rule against explicit closed-table cell
                        facts
reporting_data          Load one reporting definition category
reporting_instance      Assemble an offline XBRL draft from explicit
                        DPM cell facts
reporting_metric_value_check
                        Check an explicit fact against an archived DPM
                        metric
reporting_rule_precondition
                        Evaluate an archived filing-indicator
                        precondition
reporting_table         Definitions and axes for one reporting table
reporting_validation_status
                        Archived module-specific validation status
restricted_portfolio_scenario_charge
                        One portfolio's nonnegative charge under the
                        COMMON worst net scenario.
restricted_portfolio_scr_sum
                        Sum complete qualified notional SCRs, including
                        remainder; no diversification.
rfr_archived_corporate_pd
                        Read the default probability, NOT the similarly
                        named PD credit spread.
rfr_archived_corporate_spread
                        Read published PD/FS/downgrade spreads,
                        converting percent to decimal rates.
rfr_archived_government_spread
                        Read a published government LTAS/FS parameter
                        and convert percent to decimal.
rfr_archived_ltas       Read supplemental LTAS cells with explicit
                        original row identifiers.
rfr_archived_spot_rate
                        Read one published annual zero-coupon rate,
                        preserving cell provenance.
rfr_credit_risk_adjustment
                        Bound half the externally qualified one-year
                        mean spread (decimal rates).
rfr_credit_spread_sensitivity
                        CSSR from separately qualified PVBP amounts,
                        not their revaluation model.
rfr_currency_risk_adjustment
                        Signed CURA: archived uniform value or a
                        qualified formula illustration.
rfr_curve_spot_2027     Build a basic/VA/MA curve once, including all
                        requested output maturities.
rfr_default_adjusted_cashflow
                        De-risk one asset cashflow under
                        EIOPA-BoS-24-533 section 12.5.9.
rfr_default_loss_on_market_value
                        Loss conditional on default under the
                        fundamental-spread recovery assumption.
rfr_downgrade_expected_loss
                        Weight qualified immediate replacement losses,
                        not a rating/migration model.
rfr_equivalent_annual_rate
                        Solve the unique annual rate for nonnegative
                        externally qualified cashflows.
rfr_extrapolated_forward_2027
                        Return the continuous forward from
                        annual-discrete UFR and continuous LLFR.
rfr_extrapolated_spot_2027
                        Convert the FSP spot and a matching continuous
                        forward to an annual spot.
rfr_extrapolation_alpha_2027
                        Own versioned alpha, with annual approved
                        transition and no post-2032 trend.
rfr_fsp_currency_percentage_2027
                        Prescribed percentage, not a market-data
                        calibration or an FSP maturity.
rfr_fundamental_spread
                        Compose external credit spreads with the class
                        floor or exact fallback.
rfr_fundamental_spread_other_than_pd
                        Published corporate residual-FS rule: max(CoD,
                        FS-PD), decimal rates.
rfr_last_liquid_forward_2027
                        Aggregate externally qualified continuous
                        forwards using swap notionals.
rfr_macro_country_factor
                        Country debt/all-assets share, not an insurer's
                        own portfolio weight.
rfr_macro_volatility_adjustment
                        Euro macro add-on; explicitly incompatible with
                        undertaking-specific adjustment.
rfr_market_rate_adjustment
                        Apply CRA and signed CURA once before existing
                        curve construction.
rfr_matching_adjustment
                        Subtract effective annual rates on the SAME
                        liability cashflows and residual FS.
rfr_matching_mortality_headroom
                        Headroom against the 5% BE condition, using the
                        externally BOF-selected stress.
rfr_matching_mortality_selected_be
                        Return BE from the worst BOF scenario, not the
                        scenario with maximum BE.
rfr_matching_mortality_stress
                        MA qualification stress assumption, not life
                        SCR or automatic scenario selection.
rfr_monthly_data        Synthetic market-data template
rfr_pegged_credit_spread_sensitivity
                        Common CSSR from qualified combined amounts,
                        never average individual CSSRs.
rfr_portfolio_risk_correction
                        Aggregate category corrections under
                        EIOPA-BoS-24-533 section 10.3.5.
rfr_reference_portfolio_spread
                        Whole-portfolio weights: do not renormalize the
                        two bond categories.
rfr_risk_corrected_spread
                        Subtract an externally qualified risk
                        correction without an output floor.
rfr_risk_correction_2027
                        Piecewise correction for a qualified
                        homogeneous spread bucket, decimal rates.
rfr_smith_wilson_spot   Fit qualified instruments once and return
                        annual spot plus optional grid.
rfr_spot_discount_factor
                        Convert a matching annual zero-coupon spot rate
                        to a discount factor.
rfr_transitional_spot_rate
                        Add the approved currency-specific annual
                        transition to one curve point.
rfr_ultimate_forward_rate
                        Derive the context year's UFR using the prior
                        year's annual calculation.
rfr_va_pvbp             Literal revaluation difference/VA*, not a
                        valuation model or per-bp rescaling.
rfr_volatility_adjustment
                        Compute VA from risk-corrected spreads; neither
                        authorize nor apply it.
rfr_volatility_adjustment_2027
                        Currency VA only; no automatic macro addition
                        or undertaking-specific approval.
risk_margin             Discount SCR(t) of the Art.38 reference
                        undertaking at basic rates t+1.
risk_margin_adjusted_duration_2027
                        Future life formula from deterministic annual
                        net cashflows, first at k=1.
risk_margin_duration    Baseline life formula including the divisor
                        printed in archived Annex IV.
risk_margin_internal_model_required
                        Regulatory selection condition only; insurer
                        supplies the approved model.
risk_margin_lob_allocation
                        Apply a nonnegative externally qualified share;
                        never infer it from SCR0.
risk_margin_percentage
                        Externally calibrated alpha_lob * BE_net(0),
                        not a prescribed default alpha.
risk_margin_proportional_scr
                        SCR(t)=SCR(0)*BE_net(t)/BE_net(0); never apply
                        lambda inside SCR(t).
risk_margin_reference_asset_balance
                        SCR + TP - recoverables, not an asset portfolio
                        or optimisation result.
risk_margin_reference_evidence_check
                        Inventory reference-undertaking assumptions,
                        never generate SCR runoff.
risk_margin_reserve_scr
                        Reserve-only 3_sigma_res_mod_PCO_net(t), never
                        the whole nonlife SCR.
risk_mitigation_recognition_factor
                        Full, excluded, or externally qualified
                        time-proportionate recognition.
rsr_long_term_equity_extra_disclosure_2027
                        Extra impact/action disclosures for an
                        externally qualified105a holding.
rule_profiles           Available dated rule profiles
scenario_loss           Loss from external BOF; optional gross83 input
                        checks are not a valuation model.
scope_ancillary_risk_conditions
                        Apply Article16's cross-branch conditions to
                        external factual declarations.
scope_volume_conditions
                        Screen one year's literal Article4(1)
                        conditions in the selected profile.
scope_volume_entry_trigger
                        Three-year breach of one identified amount, for
                        the following-year trigger.
scope_volume_release_history
                        Only historical/prospective volume conditions,
                        not supervisory release.
scr_standard_formula    Compose standard formula and explicit imposed
                        add-ons, not a full release.
secured_bond_spread_stress
                        Three collateral branches on an externally
                        qualified Article176(4) shock.
securitisation_spread_stress
                        Article178 factors on externally qualified
                        positions; no automatic transition relief.
select_scenario         Select the gross charge corresponding to the
                        greatest net-of-FDB loss.
sfcr_balance_sheet_audit_required_2027
                        Select the balance-sheet audit duty, not the
                        complete audit perimeter.
sfcr_captive_disclosure_conditions_2027
                        Declared captive relief conditions, distinct
                        from ORSA/reporting relief.
sfcr_content_evidence_check
                        Inventory references for an externally
                        qualified full narrative part.
sfcr_publication_evidence_check
                        Join versioned duty references and qualified
                        event facts, not legal sign-off.
significant_cross_border_activity_2027
                        One host state's establishment AND services
                        premiums; strict EUR threshold.
simplification_proportionality_conditions
                        Screen declared assessments and the higher-SCR
                        exception to material error.
simplification_share_screen_2027
                        Check distinct strict SNC versus inclusive
                        immaterial-risk thresholds.
simplified_bond_spread_risk
                        Sum qualified bucket losses plus signed,
                        externally valued DeltaLiab.
simplified_bond_spread_stress
                        DR104 factor: rated values have no invented
                        cap; only unrated is capped.
simplified_capital_at_risk
                        Sum per-contract max(current net benefit +
                        additional future PV - net BE,0).
simplified_default_group_pd
                        Conservative grouping PD, not LGD-weighted
                        single-name PD under Article199.
simplified_disability_risk
                        Three printed terms under Art93/100; no period
                        inference or term floors.
simplified_ead_mitigation_2027
                        Allocate default-zero BSCR mitigation using
                        absolute EAD by external counterparty.
simplified_expense_risk
                        Art94/99/101: factor_A_n +
                        A*(G(i+shift,n)-G(i,n)).
simplified_fire_risk    Maximum of qualified top-five
                        building-neighbourhood exposures and theta.
simplified_immaterial_risk_2027
                        Scale the reference SCR with volume, retaining
                        its prescribed floor.
simplified_lapse_risk   Art95/102 up: half * max(qualified rate, source
                        threshold) * years * S+.
simplified_life_catastrophe_risk
                        Art96 factor times the already contract-floored
                        CAR sum, not death benefits.
simplified_longevity_risk
                        Art92/98: factor_q_n*growth**((n-1)/2)*BE on
                        qualified selected contracts.
simplified_mortality_risk
                        Art91/97 finite annual sum with midyear
                        discount and survival weighting.
simplified_pool_external_best_estimate
                        Scale externally qualified BECEP to whole-pool
                        BECE, retaining its sign.
simplified_pool_external_mitigation
                        Allocate signed external pool contributions; no
                        extra floor on individual contributions.
simplified_pool_member_best_estimate
                        PC/PU times already externally netted BEU; do
                        not net external recoveries twice.
simplified_proportional_mitigation
                        Article108 proportional-contract amount with
                        the prescribed net-BE denominator.
simplified_reinsurance_default_adjustment
                        Positive deduction corresponding to the printed
                        negative Article61 AdjCD.
simplified_reinsurance_mitigation
                        Allocate underwriting mitigation using BE
                        recoverables plus related debtors.
simplified_single_segment_mitigation
                        Literal111a quadratic formula; preserve signed
                        differences, no subfloors.
simplified_submodule_mitigation
                        Floor the difference of submodule sums once,
                        not each submodule separately.
small_non_complex_annual_conditions_2027
                        One qualified year of Article29a criteria, not
                        two-year status or approval.
small_non_complex_group_annual_conditions_2027
                        Group213a annual criteria: NOT the solo29a
                        business-share branching.
solvency2-package       Offline Solvency II Calculations and Regulatory
                        Parameters
specific_exposure_spread_stress
                        Article180 table factors on externally
                        qualified debt, not eligibility or BOF SCR.
spread_risk             Sum three already valued/selected spread
                        submodules; no missing-component defaults.
spv_recoverable_cap     Cap one SPV's separately valued recoverable at
                        its external aggregate exposure.
supervisory_reporting_deadline_weeks
                        Select an archived deadline length for an
                        externally qualified type/scope.
supervisory_reporting_evidence_check
                        Inventory core or full RSR references for a
                        qualified request/period.
symmetric_adjustment    Use an externally qualified daily mean; the
                        selected profile determines its window and cap.
symmetric_adjustment_average
                        Average determined daily levels, not dates,
                        months or carried-forward values.
technical_provision_assumptions_evidence_check
                        Inventory assumptions, management actions, FDB
                        and behaviour evidence.
technical_provision_data_evidence_check
                        Inventory TP data-quality evidence without
                        certifying data or methods.
technical_provision_projection_evidence_check
                        Inventory projection
                        scope/uncertainty/expenses, not simulate
                        cashflows.
technical_provision_validation_evidence_check
                        Inventory validation and documentation
                        references for an externally qualified scope.
technical_provisions_sum
                        Separate BE/RM method only; negative best
                        estimates/total provisions are not floored.
technical_provisions_transitional_value
                        Deduct the phased, optionally capped approved
                        difference from current TP.
underwriting_currency_basis_risk
                        Art86(a) lowest-level charge plus a fraction of
                        its joint-FX difference.
unlisted_equity_beta    Literal formula; never infer
                        percentage-point/fraction scaling of GM/ROCE.
unlisted_equity_portfolio_screen
                        Check all supplied issuers; book weights differ
                        from concentration values.
unrated_bond_simplification_conditions
                        Check the inclusive rated-portfolio share and
                        qualified bond facts.
usp_credibility_factor
                        Look up AnnexXVII credibility with the method's
                        correct year basis.
usp_data_evidence_check
                        Inventory active USP data references, never
                        certify their content or quality.
usp_excess_of_loss_estimate
                        Estimate raw NP-prime for one homogeneous F1
                        excess-of-loss group.
usp_excess_of_loss_group_weighting
                        Weight raw F1/F2 group estimates by externally
                        qualified premium volumes.
usp_lognormal_credibility_blend
                        Apply B/C1 finite-history correction BEFORE
                        credibility blending.
usp_lognormal_fit       Fit prescribed delta/gamma, returning raw sigma
                        before credibility.
usp_lognormal_sigma     Evaluate prescribed sigma and objective at
                        explicit delta/gamma.
usp_method_data_evidence_check
                        Inventory method-specific references, with
                        explicit gross/net and year bases.
usp_nonproportional_credibility_blend
                        c*NP_est + (1-c)*NP_standard; separate from
                        either F1/F2 estimator.
usp_parameter_scope_check
                        Check declared replacement scope, not
                        data/method fitness or authorization.
usp_reinsurance_contract_conditions
                        Check collective coverage and each contract's
                        declared209/210/211/213 compliance.
usp_reserve2_credibility_blend
                        D(4) linear blend, WITHOUT the different B/C1
                        finite-history correction.
usp_reserve2_estimate   Compute sqrt(MSEP)/reserve for a qualified
                        square cumulative triangle.
usp_revision_compound_quantile
                        Return the upper numerical bracket of the
                        prescribed compound quantile.
usp_revision_credibility_blend
                        c*(quantile-mean)/mean+(1-c)*S, preserving the
                        source's absence of a floor.
usp_revision_moments    Return expected annual increases and prescribed
                        sample moments.
usp_standard_method_selection
                        Select a qualified more accurate method,
                        otherwise conservative capital result.
valuation_accounting_equity_adjustment
                        Deduct already scope-aligned goodwill and
                        Article12-zero intangibles.
valuation_accounts_method_conditions
                        Check declared Article9(4) facts; never
                        establish method compatibility.
valuation_adjusted_equity_component
                        Apply the held share to externally qualified
                        Article13 net assets.
valuation_balance_sheet_excess
                        Sum externally qualified positions, retaining
                        negative values and surplus.
valuation_contingent_liability
                        Discount externally expected settlement
                        payments on a basic risk-free curve.
valuation_deferred_tax_net
                        Net externally recognised, undiscounted tax
                        balances only when qualified.
valuation_intangible_value
                        Apply goodwill/other-intangible zero rules, not
                        a fair-value model.
valuation_liability_excluding_own_credit
                        Remove externally isolated cumulative
                        own-credit value change since initial
                        recognition.
valuation_method_checked_value
                        Forward a value only on an explicitly supported
                        Article16 method path.
valuation_participation_value
                        Apply two externally qualified exclusions, not
                        a group-scope decision.
valuation_short_term_deposit_cost_2027
                        Apply the 2027 deposit exception, without
                        computing cost or amortisation.
