Lloyd's Capital Structure Overview

LLOYD'S Lloyd's solvency position stable during 2016-17 Lloyd's MWSCR₁ (£m) 1 January 2016 31 December 2016 30 June 2017 14,150 17,200 16,750 0% 20% 40% 60% Lloyd's CSCR2 (£m) 1 January 2016 1,450 31 December 2016 1,600 30 June 2017 0% 1,558 50% 80% 100% SCR 146% 6,512 2,878 23,540 Eligible assets in excess of the SCR ■Ineligible assets 144% 7,564 1,932 26,696 147% 7,800 120% 140% 1,960 26,510 160% 180% Solvency cover ratio % (risk appetite: 125%) 100% ■Eligible assets in excess of the SCR ■Ineligible assets ■SCR 1,712 218% 3,162 1,833 215% 3,433 1,728 211% 144 3,430 150% 200% 250% Solvency cover ratio % (risk appetite: 200%) Source: Lloyd's Internal Model. Data represents the position from the unaudited solvency returns, which may differ from the final audited submissions. 1MWSCR: Market Wide SCR, calculated to cover all of the risks of 'the association of underwriters known as Lloyd's; 2CSCR: Central SCR, calculated in respect only of the risks facing the Society and the Central Fund. After allowing for ring fenced funds and distributable profits. 22

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