Just Annual Report and Accounts 2023

232 | Just Group PLC | Annual Report and Accounts 2023

GLOSSARY continued

LTM notes structured assets issued by a wholly owned special purpose entity, Just Re1 Ltd. Just Re1 Ltd holds two pools of lifetime mortgages, each of which provides the collateral for issuance of senior and mezzanine notes to Just Retirement Ltd, eligible for inclusion in its matching portfolio. Medical underwriting the process of evaluating an individual’s current health, medical history and lifestyle factors, such as smoking, when pricing an insurance contract. Net asset value (“NAV”) IFRS total equity, net of tax, and excluding equity attributable to Tier 1 noteholders. Net claims paid represents the total payments due to policyholders during the accounting period, less the reinsurers’ share of such claims which are payable back to the Group under the terms of the reinsurance treaties. Net investment income comprises interest received on financial assets and the net gains and losses on financial assets designated at fair value through profit or loss upon initial recognition and on financial derivatives and interest accrued on financial assets which are measured at amortised cost. New business margin the new business profit divided by Retirement Income sales (shareholder funded). It provides a measure of the profitability of Retirement Income sales. New business profit an APM and one of the Group’s KPIs, representing the profit generated from new business written in the year after allowing for the establishment of reserves and for future expected cash flows and risk adjustment and allowance for acquisition expenses and other incremental costs on a marginal basis. New business profit is reconciled to adjusted profit before tax, and adjusted profit before tax is reconciled to IFRS profit before tax in the Business Review. New business strain one of the Group’s APMs, representing the capital strain on new business written in the year after allowing for acquisition expense allowances and the establishment of Solvency II technical provisions and Solvency Capital Requirements. No-negative equity guarantee (“NNEG”) hedge a derivative instrument designed to mitigate the impact of changes in property growth rates on both the regulatory and IFRS balance sheets arising from the guarantees on lifetime mortgages provided by the Group which restrict the repayment amounts to the net sales proceeds of the property on which the loan is secured. Operating experience and assumption changes represents changes to cash flows in the current and future periods valued based on end of period economic assumptions. Organic capital generation/(consumption) calculated in the same way as Underlying organic capital generation/(consumption), but includes impact of management actions and other operating items. Other Group companies’ operating results the results of Group companies including our HUB group of companies, which provides regulated advice and intermediary services, and professional services to corporates, and corporate costs incurred by Group holding companies and the overseas start-ups. Pension Freedoms/Pension Freedom and Choice/Pension Reforms the UK government’s pension reforms, implemented in April 2015. Peppercorn rent a very low or nominal rent. PrognoSys™ a next-generation underwriting system, which is based on individual mortality curves derived from Just Group’s own data collected since its launch in 2004. Regulated financial advice personalised financial advice for retail customers by qualified advisers who are regulated by the Financial Conduct Authority.

Retail sales (in reference to Just Group sales or products) collective term for GIfL and Care Plan. Retirement Income sales (shareholder funded) an APM and one of the Group’s KPIs and a collective term for GIfL, DB and Care Plan new business sales and excludes DB partner premium. Retirement Income sales (shareholder funded) are reconciled in note 9 to premiums included in the analysis of movement in insurance liabilities in note 26. Return on equity an APM and one of the Group’s KPIs. Return on equity is underlying operating profit after attributed tax for the period divided by the average tangible net asset value for the period and expressed as an annualised percentage. Tangible net asset value is reconciled to IFRS total equity in the Business Review. Risk adjustment for non-financial risk (“RA”) allowance for longevity, expense, and insurance specific operational risks representing the compensation required by the business when managing existing and pricing new business. Secure Lifetime Income (“SLI”) a tax efficient solution for individuals who want the security of knowing they will receive a guaranteed income for life and the flexibility to make changes in the early years of the plan. Solvency II an EU Directive that codifies and harmonises the EU insurance regulation. Primarily this concerns the amount of capital that EU insurance companies must hold to reduce the risk of insolvency. Solvency II capital coverage ratio one of the Group’s KPIs. Solvency II capital is the regulatory capital measure and is focused on by the Board in capital planning and business planning alongside the economic capital measure. It expresses the regulatory view of the available capital as a percentage of the required capital. Strategic expenditure Costs incurred for major strategic investment, new products and business lines, and major regulatory projects. Tangible net asset value (“TNAV”) IFRS total equity attributable to ordinary shareholders, excluding goodwill and other intangible assets, and after adding back contractual service margin, net of tax. Tangible net asset value per share an APM and one of the Group’s KPIs, representing tangible net asset value divided by the closing number of issued ordinary shares excluding shares held in trust. Trustees individuals with the legal powers to hold, control and administer the property of a trust such as a pension scheme for the purposes specified in the trust deed. Pension scheme trustees are obliged to act in the best interests of the scheme’s members. Underlying earnings per share this measure is calculated by dividing underlying operating profit after attributed tax by the weighted average number of shares in issue by the Group for the period. Underlying operating profit an APM and one of the Group’s KPIs. Underlying operating profit is calculated in the same way as adjusted operating profit before tax but excludes operating experience and assumption changes. Underlying operating profit is reconciled to adjusted operating profit before tax, and adjusted operating profit before tax is reconciled to IFRS profit before tax in the Business Review. Underlying organic capital generation/(consumption) an APM and one of the Group’s KPIs. Underlying organic capital generation/(consumption) is the net increase/(decrease) in Solvency II excess own funds over the year, generated from ongoing business activities, and includes surplus from in-force, net of new business strain, cost overruns and other expenses and debt interest. It excludes strategic expenditure, economic variances, regulatory adjustments, capital raising or repayment and impact of management actions and other operating items. The Board believes that this measure provides good insight into the ongoing capital sustainability of the business. Underlying organic capital generation/ (consumption) is reconciled to Solvency II excess own funds, and Solvency II excess own funds is reconciled to shareholders’ net equity on an IFRS basis in the Business Review. Value at Risk a quantification of the extent of possible insurance losses within a portfolio over a specific time frame.

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