SCR Calculator User Manual

Overview

The Portfolio SCR Form facilities the calibration and reporting of the same portfolio's SCR under different insurance regimes.

Opening the Form

From the main form menu, select "Open Subform" → "Portfolio SCR Calcs", and a blank Form will appear:

This form is suitable for:

• Very accurate SCR calculation and/or produce a solvency report of an existing portfolio
• What-if analysis and sensitivity testing by adjusting the weights of assets
• Can be "pulled" into the SAA form for an optimisation (next chapter)

This form is a "single instance" form, in that if you close it and reopen, all the data are still there. The only correct way to clear all data in this form is to click the "Reset" button.

To set up a model portfolio in this form, there are several ways:

• Add individual assets one-by-one from the Single Asset Form. Once added, you can right click to adjust the market value of an asset (which ensures all related metrics, MV_PC, MV_PC and Notional, are adjusted).
• Import a Basic Inputsheet or a Bloomberg Inputsheet. Menu → "Model Portfolio templates" provide examples.