SCR Calculator User Manual

Version 1.13.2.0 Last modified 2024-3-21

Buttons on the RHS

The black functional buttons on the right hand side are:

  • "Compute Stats and SCRs" button is usually auto-clicked every time any settings or inputs are changed; or you have completed any missing FX information. Everytime this button is clicked, the SCR tabs will be selected in sequence to indicate that they have been recalculated. It will finally return to the "Solvency II" tab, as it is the most often used tab. If you wish to change this behaviour, just tick the "Fix Tab" checkbox and your view will be fixed upon the currently selected tab.
  • "Generate SCR Reports" button produces an Excel-based SCR report containing tabs for the regulatory regimes. You can select which regimes to report on.
  • "Check All" and "Uncheck all" buttons quickly check/uncheck all checkboxes in the current tab. Each checkbox adds a data column to the main table.
  • "Export Table" exports the main data table into Excel. This is your opportunity to export line-level data of interest.
  • "Export CFs" exports the cashflows of the portfolio into a spreadsheet. It will ask the user to confirm if aggregation is needed. If 'Yes', cashflows will be aggregated by currency and rating then exported. If 'No', cashflows will be exported for each bond. If the portfolio contains any variable cashflow asset, multiple tabs will be exported. Note that sometimes exporting bond-level cashflows will cause the system to complain 'not enough resources to display everything'; in that case, simply choose to save the exported spreadsheet somewhere then reopen it.
  • "Export Chart" button exports a copy of the waterfall chart from the currently selected tab as either a PowerPoint slide or an image.
  • "Export TPT" button exports a skeleton Tripartite report, which we discuss next.
  • "Fix Tab" button fixes the view at the current tab.
  • "SII Only" button skips non-Solvency-II calculations.
  • "Filter" button lets the user filter on a particular 'Port' column value out of the whole portfolio. This is useful when there are multiple sub-portfolios that need the same calculation, and we don't want to have to import a different spreadsheet each time.
  • "Combo ID" input allows the user to enter a combo ID (e.g. for a convertible bond or an interest rate swap). Then only asset rows belonging to that combo asset will be displayed, and the total SCR is the accurate SCR of that combo asset.