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SolvencyII_SCRSFNonLifeCorrs

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Answer  

SolvencyII_SCRSFNonLifeCorrs
10.25
0.251

Parameter NameInputAn input expression?
StressSetName

Calculation description
Time-stamp calculation?  
  


Function Description

Returns an array containing correlation coefficients applicable to the market risk sub-module of the Solvency II standard formula SCR calculation. If there are  different stress names then is an array with  terms, ordered consistently with the ordering of the stress names given by MnSolvencyII_SCRSFNonLifeStressNames.

 


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