SCR Calculator User Manual

Version 1.13.2.0 Last modified 2024-3-21

Function Forms/Modules

From Menu, click "Open Subforms", then you can select several functional forms:

  • Portfolio SCR Calcs

    This button opens a form that enables the calibration and reporting of a portfolio's SCR under different insurance regimes. A model portfolio can be set up either by adding individual assets from the Single Asset Form or by manually editing spreadsheet templates. This form is suitable to use when you have full information of a portfolio and wish to do accurate calculation and/or produce a solvency report.

  • Allocation Optimiser

    This button opens the SAA Optimiser form which can perform sophisticated asset allocation optimisation in an interactive and graphical way. The SCR values can be quickly added for the asset classes using a "One-Click SCR" button. This form can also "pull" a whole model Portfolio or a rich set of data columns from the Portfolio SCR form.

  • Bond Optimiser

    This button opens the Fixed Income Portfolio Optimiser form which is suitable for use by any fixed income portfolio manager who wishes to regularly improve their existing portfolio at defined turnovers, or build an ideal model portfolio from scratch to meet tailored demands of a new mandate.

  • Tripartite Reader

    This button opens the Tripartite Reader form which can read a Tripartite report and populate all the 11 Market Risk SCR columns.

Each form has its unique layout. The different sub-regions in a form can almost always be resized by dragging along the edges.

Most of the control labels in all the functional forms, if you hover the mouse over them, will show a tooltip.