SCR Calculator User Manual

Version Last modified 2024-3-21

Solvency Report

The SCR Calculator can generate high quality, multi-regime solvency reports where minimal manual editing is needed. Click the "Generate SCR Reports" button and an Excel-based report will appear such as the following. (The red part are fund names and ISIN etc. which are the only places where manual editing is needed.)

The Excel-based SCR report contains

  • a "Stats" sheet - portfolio statistics such as average rating and duration.
  • an "FX" sheet - FX exchange rates and hedging costs if the portfolio is multi-currency. Otherwise this sheet will be blank.
  • A pair of "Report" and "M&A"(Methodology & Assumption) sheets for each in-scope regulatory regime.