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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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-          Computation units used


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