SCR Calculator User Manual

Import a Basic Inputsheet

The menu item "Open Subform" → "Portfolio SCR Input Templates" provides templates for various asset classes. Below is a downloadable representative list.

• Basic Inputsheet 1 - Government Bond.xlsx
• Basic Inputsheet 2 - Regional & Muni.xlsx
• Basic Inputsheet 3 - Corporate Bond.xlsx
• Basic Inputsheet 4 - Unrated Corp Bond.xlsx
• Basic Inputsheet 5 - Infrastructure Debt.xlsx
• Basic Inputsheet 6 - EU Covered Bonds.xlsx
• Basic Inputsheet 7 - Mortgage.xlsx
• Basic Inputsheet 8 - RMBS & ABS.xlsx
• Basic Inputsheet 9 - CDS.xlsx
• Basic Inputsheet 10 - Cash.xlsx
• Basic Inputsheet 11 - Listed Equity.xlsx
• Basic Inputsheet 12 - Infrastructure Equity.xlsx
• Basic Inputsheet 13 - Private Equity.xlsx
• Basic Inputsheet 14 - Equity Option.xlsx
• Basic Inputsheet 15 - Property & REITS.xlsx
• Basic Inputsheet Example - Multi Asset Portfolio.xlsx

You can use any combination of these templates to build an inputsheet. Note that the list is only a representative selection.

If you import the "Multi Asset Portfolio" example, the calculator will prompt you to select a valuation basis: "MV_LC" (market value in local currency) or "MV_PC" (market value in portfolio currency). Selecting "MV_LC" lets the calculator calculate "MV_PC" using its internal FX rates, and vice versa. After import, the filled form will appear as shown below:

The main table displays asset-level data columns. Rows and columns are drag-and-droppable. Black columns are calculated and read-only, while blue columns are editable. Additional columns can be added by selecting checkboxes in the tabs below. Detailed explanations of the tabs and data columns will follow in the next sections.

Notes on market value columns and adjustments:

• The market value-related columns in an input spreadsheet are "MV_PC," "Weight," "MV_LC," and "Notional" (for fixed income).
  • If one of 'MV_PC' or 'MV_LC' is present, the calculator derives the other columns using its FX rate data.
  • If both "MV_LC" and "MV_PC" are present, the calculator will prompt you to choose which one to use as the valuation basis.
  • If only the "Weight" column is provided, the calculator will request the portfolio's total market value and calculate "MV_PC" and "MV_LC" using the weights and FX rates.
• After import, "MV_LC" and "Notional" remain editable (blue), while "MV_PC" and "Weight" become calculated (black) and cannot be manually changed. Blue columns are editable. If you enter valid values, stats and SCRs are recalculated; invalid entries trigger warnings, reverting to the previous value.
• To adjust an asset's value or weight, use the right-click option "Adjust market value?" rather than directly editing "MV_LC" or "Notional." This method ensures consistent updates across all related market value columns.