Python script for calculating the spread risk solvency capital charge ("SCR") for a bond portfolio under Solvency II (along the standard formula)
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Updated
Apr 15, 2018 - Python
Python script for calculating the spread risk solvency capital charge ("SCR") for a bond portfolio under Solvency II (along the standard formula)
Python script for calculating the (type I) equity risk solvency capital charge ("SCR") under Solvency II
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