SCR Calculator User Manual

Amortised Bonds

The amortisation feature is available across several fixed income asset classes, including regional-government bonds, corporate bonds, infrastructure debt, and covered bonds.

The "Amortised?" dropdown provides three options: "No", "Fixed Annuity", and "Equal Principal", as illustrated in the screenshot below:

If an option other than "No" is selected, the user must also enter the amortisation end date and the remaining notional at end. These inputs are used to generate the bond's projected cashflows, which in turn affect sensitivity measures and capital figures, as shown below: