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056
Chap. 2 GROUP MANAGEMENT REPORT INTERNAL CONTROLLING SYSTEMS
the business in force. Another important key figure in
this context is the new business value indicating the
present value of all future profits expected from the
insurance contracts newly concluded in the business
year.
In addition, performance management also cov-
ers extraordinary items due to investment results or
tax impacts. Since these items may have a significant
influence on results but are not attributable to operat-
ing business, they are excluded when measuring oper-
ating profitability and are instead shown separately.
On the basis of these results it is possible to
calculate the key figures of return on economic capital
(RoEC) and return on embedded value (RoEV). The
RoEC puts the economic result, adjusted for extraor-
dinary items, in proportion to the required capital (tar-
get). This figure measures our operating profitability.
On the other hand, the RoEV indicates the total eco-
nomic result as a percentage of the actual capital. The
RoEV is thus an indicator of our profitability taking into
consideration extraordinary items.
Results in the business year 2007
In 2007, the economic capital (EC) as well as the
available risk-based capital (RC) increased substantially
(see table on p. 55). This is primarily attributable to the
higher value in force in the life and health sub-segments
and correspondingly does not indicate a higher risk
exposure in our life and health insurance business. With
an embedded value (EV) also markedly increased to
5,875 m, the Group continues to be adequately capi-
talized as a whole. Together with the hybrid capital
there is an excess cover totalling 382 m.
In the property and casualty segment, the eco-
nomic capital equals 29.2 percent (previous year: 27.8
percent) of net premiums earned. The rise compared to
the previous year is due to a slightly higher investment
risk. The economic capital of life insurance amounts
to 4.7 percent of net underwriting reserves (previous
year: 4.3 percent). The reasons for this increase are
the higher value in force included in the EC, on the one
hand, and the increase of the interest risk on the basis
of the assumption of a higher interest-rate volatility in
the market, on the other hand.
Compared to the previous year, the economic
result in the life sub-segment increased by 51 m
to 314 m. The main reasons for this increase are the
higher new-business value, which improved due to
higher margins, and risen profits from the insurance
business in force.
In 2007 the economic result in property and cas-
ualty insurance rose substantially to 167 m. This was
mainly due to the increase of normalized investment
income (rise of interest rates in the duration range
of relevance for property/casualty business) as well
as an improvement of the balance of other income/
expenditure. The combined ratio at Group level further
reduced from 95.7 percent to 95.3 percent in 2007.
This is primarily attributable to the cost-cutting meas-
ures taken in the Group.
Linking the economic results with the previously
calculated capital figures (EC and EV) leads to the fol-
lowing key return figures:
2007 2006
m m
New business value 145 129
Profits from business
in force (including operational
deviations) 170 144
Economic result after tax 314 263
Performance management
life
2007 2006
m m
Net underwriting result 138 124
Balance of other income/
expenditure* -134 -162
Normalized investment income 274 227
Economic result before tax 279 189
Normalized tax -112 -75
Economic result after tax 167 114
Performance management
property/casualty
* adjusted for extraordinary items