SCR Calculator User Manual

Version Last modified 2024-3-21

Choice of Data

How to Choose Between EIOPA/PRA data:

From 'Menu' → 'Data & Parameters' → 'Reference Data & Parameters', the user can change the 'Solvency II Data Choice' from 'EIOPA' to 'PRA'. Then click 'OK'.

When the form closes, redo any single asset or portfolio SCR calculation, and you will find that the selected dataset is used.

Example of Differences:

For example, as of 31st Aug 2023, the Equity Symmetric Adjustment published by EIOPA is 0.31% while that by the UK PRA is 1.32%. Below are screenshots of a DM Equity asset that's been calculated under the two choices:

EIOPA data: 39% - 0.31% = 38.69%

PRA data: 39% - 1.31% = 37.68%