SCR Calculator User Manual

Version 1.13.2.0 Last modified 2024-3-21

Mandatory Fields of the Basic Inputsheet of the Portfolio SCR Form

The mandatory fields of a basic inputsheet and their legitimate values are summarised in the following table. You do not need to memorise these columns. You can download the right templates from Menu and join them; or build a model portfolio in the Portfolio SCR form, and export.

ID

Unique strings chosen by the user for each asset. Can be ISIN, SEDOL or other identifiers.

Issuer

Any string. Can be Ticker or full name of the issuer.

Port

Can be a single string across all assets; or several values, each representing a sub-portfolio.

Cat

One of "gov", "regional", "corp", "infra", "covered", "mort", "sec", "cds", "cash", "eq", "prop".

Sub Cat

Generated and exported from the Single Asset Form. Also see input templates for examples of likely entries for each asset type.

Info

Generated and exported from the Single Asset Form. Also see input templates for examples of likely entries for each asset type.

Country

Two-letter ISO-3166 country codes. See "Currencies and Countries" for more details.

Notional

Numeric values for Fixed Income assets only.

Currency

Three-letter ISO-4217 codes. See "Currencies and Countries" for more details.

MV_LC, MV_PC and Weight

Numeric values. At least one of these 3 columns must be present:

  • "MV_LC" - Market Value in Local Currency
  • "MV_PC" - Market Value in Portfolio Currency
  • "Weight" - Asset weight in portfolio - can be percentage or plain numeric format. Does not have to sum up to 1.
Note that for fixed income assets, the "Notional" column's value must be consistent with the "MV_LC" column's value, or the calculator will fail to generate cashflows or goal-seek a yield.

CurrHR

Numeric values between 0 ~ 100.

Exp Ret

Numeric values (representing expected return in percentage format, e.g. 4.0).

Rating

  • In the simplest case, "AAA", "AA1", "AA2", "AA3", "A1", "A2", "A3", "BBB1", "BBB2", "BBB3", "BB1", "BB2", "BB3", "B1", "B2", "B3", "CCC1", "CCC2", "CCC3", "CC1", "CC2", "CC3", "C", "D", "NR" (Fixed Income and cash only).
  • Other rating formats are also accepted. The SCR calculator can interpret a wide range of rating input formats. See "Ratings and Rating Index" for more details.

Maturity

Date values (can be UK or US style but must be consistent).

Cpn Rate

Numeric values (Fixed Income assets only). No need for '%'.

Cpn Freq

1,2,4 or 12 (Fixed Income assets only).

Floating

'1' for floating instruments or leave empty (Fixed Income assets only).

CallPutSchedule

Only enter if the asset is likely to be called. Should separate options by semi-colon and each option has three fields - date, nature, strike price.

Example: "2025-01-31,call,102;2026-07-31,put,108"

Seniority

Leave empty for senior, or "Sub" or "Junior" (Fixed Income assets only).