SCR Calculator User Manual

Importing a Bloomberg Input Sheet

Navigate to the menu and select → "Portfolio SCR Input Templates" → "Bloomberg Inputsheet" to download a Bloomberg Barclays Fixed Income input sheet template:

Use Bloomberg to populate the template with your portfolio data. Then, on the Portfolio SCR Form, choose the "Bloomberg" Template Type from the top-left corner. Click "Import" to calculate the SCRs:

This method provides a quick and accurate way to calculate SCRs for a fixed income portfolio.

Detailed information about the mapping of Bloomberg data fields to the SCR Calculator's fields is available in Appendix I.3 Bloomberg Datafields.