SCR Calculator User Manual
Version 1.15.0.0 Last modified 2024715
The Stats tab
The "Stats" tab, as shown in the screenshot above, contains a lot of textbox outputs. Where there is a checkbox to the right of any textbox, you can click it to add linelevel data in the main table above. Below are explanations of the textboxes:

MV
Market Value of the Portfolio in its Base Currency. 
Cash Yld
Cash yield of the Portfolio in its Base Currency in percentage terms  including coupons from bonds, rental yields from properties and dividend yields from equities  taking into account any FX hedging costs and hedge ratio. 
Exp Ret
Expected Return of the Portfolio in percentage terms, taking into account any FX hedging costs and hedge ratio. 
Rating Index
A numerical index representing notchlevel average credit quality of the portfolio: 1=Aaa, 2=Aa1, 3=Aa2, 4=Aa3, 5=A1, 6=A2, 7=A3, 8=Baa1, 9=Baa2, 10=Baa3, 11=Ba1, 12=Ba2, 13=Ba3, etc. Rating
The average rating of fixed income assets in the portfolio.
MV FI
Total MV of Fixed Income assets. MV Growth
Total MV of Growth Assets (equities and properties).MV Cash
Total MV of Cash.
MV Deriv
Total MV of Derivatives (equity options and CDS). MacDur Port
Average Macaulay Duration (cashflowweighed) of the portfolio.ModDur Port
Average Modified Duration (=Macaulay Duration / (1+yield)
) of the portfolio.
EffDur Port
Average Effective Duration ( =(MV_{yield_down}  MV_{yield_up})/(2*Δyield)
) of the portfolio. Convex Port
Average Convexity (cashflowweighed) of the portfolio.
EffConv Port
Average Effective Convexity ( =(Duration_{yield_down}  Duration_{yield_up})/Δyield
) of the portfolio. MacDur FI
Average Macaulay Duration of the fixed income assets within the portfolio.ModDur FI
Average Modified Duration of the fixed income assets within the portfolio.EffDur FI
Average Effective Duration of the fixed income assets within the portfolio.Convex FI
Average Convexity of the fixed income assets within the portfolio.EffCon FI
Average Effective Convexity of the fixed income assets within the portfolio.Yield
Average Yield of fixed income assets in the portfolio, taking into account any FX hedging costs and hedge ratio.OAS
Optionadjusted spread, taking into account any FX hedging costs and hedge ratio.WAL
"Weighted Average Life", similar to duration but cashflows are undiscounted in the calculation. Also called "Effective Maturity".