SCR Calculator User Manual

Version 1.15.2.0 Last modified 2024-9-9

Function Forms

From Menu, click "Open Subforms", and you can select:

  • Portfolio SCR Form

    In this form, a model portfolio can be set up either by adding individual assets from the Single Asset Form or by editing asset class input templates. Then its multi-jurisdictional SCRs are calculated.

  • Allocation Optimiser

    The SAA Optimiser form can perform sophisticated asset allocation optimisation in an interactive and graphical way. Data columns can be 'pulled' from the Portfolio SCR form.

  • Bond Optimiser

    The Bond Optimiser, i.e. the Fixed Income Portfolio Optimiser, is suitable for regularly improving an existing portfolio at defined turnovers, or designing a model portfolio from scratch to meet tailored demands.

  • Tripartite Reader

    It 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. These forms will be explained in detail in each of their own chapters.