SCR Calculator User Manual

Version 1.13.2.0 Last modified 2024-3-21


Import a Basic Inputsheet

The menu item "Open Subform" → "Portfolio SCR Input Templates" provides various asset class templates for use. Below is a downloadable re-list of them, with an additional "Multi Asset Portfolio" which is an aggregate of all the rest examples.

You can use any or a combination of them to build an inputsheet.

If you import the last example above, the calculator will ask you to confirm which column to use as the basis - "MV_LC" or "MV_PC" - means "market value local currency" and "market value portfolio currency", respectively. If you choose "MV_LC", the calculator will calculate the "MV_PC" column using its own FX rate; and vice versa. Then the following filled form will appear:

The main table shows different data columns at each asset level (row). Rows and columns are all drag-and-droppable. Black columns are calculated and read-only. Blue columns are editable. You can add more columns by clicking checkboxes in the tabs below. More details about the tabs and data columns will be explained in the next few sections.

Notes on market value columns and how best to adjust their values:

  • In an input spreadsheet, the market value-related columns are: "MV_PC", "Weight", "MV_LC" and "Notional" (fixed income only). Either the "MV_PC" column or the "MV_LC" column is needed, not both, because the calculator will work out the other one based on its FX rates data.
  • If you had both "MV_LC" and "MV_PC" columns in your inputsheet, the calculator will ask you to confirm which one to use as the basis of valuation, like the example above.
  • The "Weight" column can be used as an input column. If you only provided the "Weight" column, but neither the "MV_LC" nor "MV_PC" column in your input spreadsheet, upon import, the calculator will ask you to enter the total market value of the portfolio, then work out the "MV_PC" and "MV_LC" columns based on weights and FX rates.
  • Once imported, the "MV_LC" and "Notional" columns remain editable (blue). But the "MV_PC" and "Weight" columns become pure calculated columns (black) and cannot be edited by the user.
  • All the blue columns in the form are editable. If a valid new entry is made, the stats and SCRs will be recalculated; if an invalid entry is made, the calculator will give a warning and revert to the old value.
  • When you want to change the value/weight of a particular asset, it is better to right click the asset row and click "Adjust market value?" than to directly edit cells in "MV_LC" and "Notional" columns. This is because this right click shortcut method ensures that all the market value related columns are adjusted consistently and simultaneously.