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SolvencyII_SCRSFStressSetNames

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Function Description

Returns an array containing names of Stress Sets currently recognised by:

 

-          MnSolvencyII_SCRSFMktCorrs

-          MnSolvencyII_SCRSFLifeCorrs

-          MnSolvencyII_SCRSFNonLifeCorrs

-          MnSolvencyII_SCRSFOverallCorrs

-          MnSolvencyII_SCRSFCombineStresses

-          MnSolvencyII_SCRSFTermStructureStressFactors  and

-          MnSolvencyII_SCRSFTermStructureStressedRate

 

for Solvency II standard formula SCR purposes.

 

See also Nematrian Solvency II Tools.

 


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