SCR Calculator User Manual

Version 1.13.2.0 Last modified 2024-3-21

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 to use when you have full information of a portfolio and wish to do very accurate SCR calculation and/or produce a solvency report. It can also be "pulled" into the SAA form to become an allocation plan, on which you carn carry out 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.
We will describe the latter approache in the following sections. The example input spreadsheets used in this chapter are available for download in Menu → Help → Download Demo Inputs.