SCR Calculator User Manual

Version Last modified 2024-3-21

The Allocation Table

The spreadsheet that we used in the last chapter is re-listed below. It is an allocation table with only 5 columns, simple enough to build by hand:

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After importing it into the SAA form, if you press the "One-Click SCR" button, the market risk SCRs are instantly produced, like below. No additional inputs are needed.

If you have entered additional columns, e.g. ESG scores, carbon emission intensities, they will also appear here and can serve as optimisation constraints.