SCR Calculator User Manual

Version 1.16.0.0 Last modified 2024-12-8

Allocation Cap

Allocation caps for customised columns can be specified using the 'Customised Constraint' section. For example, to limit the allocation to BBB- rated assets to a maximum of 1%, you can input the constraint as shown below:

Note that this is distinct from the rating-based concentration caps found on the right-hand side of the form.