MBKraus / Solvency_II_Equity_Risk_Capital_Charge Star 7 Code Issues Pull requests Python script for calculating the (type I) equity risk solvency capital charge ("SCR") under Solvency II insurance risk equity equities yahoo-finance scr risk-management equity-index solvency-ii insurers eiopa capital-charge solvency Updated Apr 15, 2018 Python
MBKraus / Solvency_II_Spread_Risk_Capital_Charge Star 6 Code Issues Pull requests Python script for calculating the spread risk solvency capital charge ("SCR") for a bond portfolio under Solvency II (along the standard formula) portfolio insurance risk bond fixed-income scr spread solvency-ii insurers spread-risk covered-bond capital-charge solvency Updated Apr 15, 2018 Python