SCR Calculator for Insurance Investors
The SCR Calculator is designed for multi-jurisdictional Solvency Capital Requirement calculation and hands-on insurance investment management. The software can save costs & man-hours spent on these complex calculations and boost the efficiency and competitiveness of strategy, sales and portfolio management teams. It is also equipped with institutional-strength SAA and line-level optimisers that can directly improve mandate design and contribute to trading P&L. Watch some 1-minute trailers to understand how it may help you.
Web Version a simplified version of the single asset SCR module of the desktop version, accessible by signed-in users only
Full Version for fast and comprehensive portfolio calculations; powered by C# .NET and Excel/PowerPoint Interop technology
Data Confidentiality
A traditional desktop application that adopts strict user data confidentiality policy by design. All calculations are performed on the frontend installed on your computer, and we never get access to your portfolio holdings information.
Multi-Jurisdictional
Solvency II, Swiss, Bermuda, C-Ross, LAGIC, S&P, ICS v2.0, Japan-ESR, Korean-ICS, Singapore, Taiwan, Hong Kong RBC and Canadian LICAT are currently included. Intention is to include all world's important regulatory regimes of concern to insurance investors.
Verbal Explanations
The calculator provides verbal explanations in English and key intermediate figures for specific calculations, so the user can easily replicate results on their own. Each asset can be “investigated” to verify the accuracy of calculation, providing rigorous audit trail.
Office Automation
A rich set of regulatory and other calculated data columns are available for export to support reporting and further analysis by the user. High quality PowerPoint charts and Excel solvency reports are produced on a click and suitable for corporate presentation.
SAA Optimiser
An asset allocation optimiser with sophisticated constraint-setting facilities, surplus optimisation capability and an interactive, graphical interface, suitable for strategy value proposition and allocation review. Can be used by non-insurance investors too.
Fixed Income Portfolio Optimiser
Probably the most powerful line-level optimiser of this kind on the market, suitable for improving an existing portfolio at a defined turnover, or building a competitive model portfolio from scratch, generating tangible P&L in both cases.
Installation Instructions
Latest Version
The latest version is 1.15.2.0. Note that this app only accepts work SSO accounts.
New User Installation
Download and install MSIX installer. Your computer will need to be of the x64 architecture. You will need admin access to your computer.
Existing Users
If you already have the app installed (from v1.12 onwards), it will self-check upon launch and update to the latest version.
