SolvencyII_SCRSFCombineStresses
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Function Description
Returns the results of combining different stresses (for
different sub-modules and for the overall Basic SCR) when calculating the
Solvency II standard formula Solvency Capital Requirement. For market risk
module and for some Stress Sets, one or other of the ‘interest rate (down)’ and
‘interest rate (up)’ stresses needs to be zero for the computations to work
correctly.
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