SCR Calculator User Manual

Version Last modified 2024-3-21

Import a Bloomberg Inputsheet

From menu → "Portfolio SCR Input Templates" → "Bloomberg Inputsheet", you can download a Bloomberg Barclays Fixed Income inputsheet template:

You can use Bloomberg to populate it with an actual portfolio. Then at the top left corner of the Portfolio SCR Form, select the "Bloomberg" Template Type. Click Import and the SCRs are calculated:

This is a quick way to get the accurate SCRs of a fixed income portfolio.

More details of how this mapping from Bloomberg datafields to the SCR Calculator's datafields is done can be found in Appendix I.3 Bloomberg Datafields.