SCR Calculator User Manual

Version 1.13.2.0 Last modified 2024-3-21

Limitations

  • Interest rate SCR calculation in this form is based on single duration rather than cashflows, so will differ slightly from the more accurate numbers calculated in the "Model Portfolio" form.
  • If you want to avoid any proactive interpretation, just use something more obscure, such as an ISIN code, as the Asset Class name.