Solvency capital for every holding, under 15 regulatory regimes.
SCR Calculator works out the capital charge of each asset and of the whole portfolio under Solvency II, the ICS and the main national regimes, shows every step of the calculation, and runs entirely on your own computer.
- No portfolio data leaves your computer
- Sign in with your Microsoft work account
- Free for teaching and research
Capital numbers you can explain to a regulator, an auditor or an investment committee.
Line by line
Every holding's charge with the parameters behind it, in workbooks you can download, check and keep.
On your computer
Calculations run locally. Your portfolio is never uploaded; only your sign-in is checked online.
Documented
A methodology document and a validation document for each regime, for your model governance and internal approval.
Desk to pipeline
The same engine from the desktop, the command line and Python, for batch runs and scheduled reporting.
Fifteen regimes, one input workbook.
Run the same portfolio through any combination of regimes and compare the results side by side.
Europe, Africa and global
Americas and Bermuda
Asia-Pacific
Tools for the decisions that follow.
Portfolio optimiser
Rebalance a bond portfolio towards lower capital, higher yield or better credit quality, with turnover, concentration and cash-flow constraints.
Strategic asset allocation
Efficient frontiers across any number of asset classes, with capital under several regimes, surplus targets and your own constraints.
Curve builder
Build each regime's base and stressed curves from your market data, including Solvency II's reformed risk-free rates and volatility adjustment, and the ICS.
Sensitivities and projections
Shift rates, spreads and markets, and project the portfolio and its capital forward.
From a free learning licence to the whole organisation.
Enterprise licences cover everyone in your organisation. Professional licences are for named users. Universities use it free, and every work account starts with a 30-day evaluation.
| Enterprise | By agreement |
|---|---|
| Professional | £3,000 per user per year |
| Academic | Free, after verification |
| Evaluation | 30 days, free |
| Learning | Free, non-commercial |
Version 1
The latest version 1 release is 1.17.3.0. Version 1 keeps working until 31 March 2027; its downloads are on the download page. Latest release notes · User manual · Moving to version 2