Appendix C - Analysis of Assets
C2 - Introduction
With the continued volatility and uncertainty in the credit and equity markets, we are again presenting extensive and transparent disclosure of the quality of the assets recognised on the Group's balance sheet.
This disclosure evidences the quality of the Aviva Group's balance sheet assets by providing:
- an analysis of assets to reflect whether the shareholder or policyholder ultimately bears the underlying credit and market risk;
- details of the valuation bases used, specifically showing the portion of balance sheet assets carried at fair value thereby reflecting the full impact of changes in market conditions;
- a breakdown of debt securities held by product type and credit ratings to demonstrate the risk exposure associated with these investments; and,
- details of the exposure to mortgage loans with loan to value and arrears information.
