SCR Calculator User Manual

Version 1.13.2.0 Last modified 2024-3-21

Reflecting Credit Fundamentals

Apart from the usual hard, quantitative metrics, the optimiser can easily incorporate credit analysts' opinions on issuers, only if the user provided something like a Credit Score column (the naming can be different) in both 'Current' and 'New' tabs of the input spreadsheet.

This potential column can work in a similar fashion to the 'ESG Score' column - the scores of each Ticker ranges e.g. from 1 to 10, and in the 'Settings' tab a minimum constraint on this column is set at a level slightly higher than that of the current portfolio.