Group Finance Director's Report

Group Embedded Value Information (IFRS Basis)

The sources of profit from all long term assurance business accounted for as insurance contracts on an embedded value (‘EV’) basis under IFRS 4 are set out below. This table includes that part of our Repayment Insurance business accounted for on an EV basis but excludes investment contracts accounted under IAS 39.

  Year ended 31.12.2007 Year ended 31.12.2006
  UK Investment
£m
Europe
£m
UK General Insurance
£m
Total
£m
UK Investment
£m
Europe
£m
UK General Insurance
£m
Total
£m
Expected contribution from existing business 162 53 5 220 135 44 5 184
Actual vs expected experience on existing business 33 42 46 121 16 19 33 68
  195 95 51 341 151 63 38 252
Contribution from new business 269 37 8 314 216 36 25 277
Investment earnings on net assets using long term assumptions 115 6 11 132 113 3 6 122
Contribution from insurance contracts* 579 138 70 787 480 102 69 651

* On an underlying basis

The embedded value of long term assurance business accounted for under IFRS 4, which excludes investment contract business accounted for under IAS 39, is set out below.

  As at 31.12.2007 As at 31.12.2006
UK Investment
£m
Europe
£m
UK General Insurance
£m
Total
£m
UK Investment
£m
Europe
£m
UK General Insurance
£m
Total
£m
Shareholder funds 2,573 100 177 2,850 2,315 69 162 2,546
Value of in-force business (net of tax) 1,497 565 48 2,110 1,544 419 52 2,015
Total embedded value (net of tax) 4,070 665 225 4,960 3,859 488 214 4,561
                 
Shareholder funds as a % of total EV 63% 15% 79% 57% 60% 14% 76% 56%
  Year ended 31.12.2007
  UK Investment
£m
Europe
£m
UK General Insurance
£m
Total
£m
Opening embedded value 3,859 488 214 4,561
Contribution from insurance contracts 579 138 70 787
Developments costs, associated overheads and financing costs (234)     (234)
Underlying embedded value profit before tax 345 138 70 553
Short term investment fluctuations (111) (13)   (124)
Underlying tax charge 113 (20) (8) 85
Shareholder tax rate change 60     60
Dividends paid (200) 10 (51) (241)
Other capital movements 4 62   66
Movement in embedded value in the year 211 177 11 399
Closing embedded value 4,070 665 225 4,960

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