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The Nematrian Function Library

Solvency II orientated Functions

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The Nematrian function library includes a range of tools that are useful for carrying out Solvency II orientated calculations.

 

The web functions available include ones set out in the table below. To see a complete list of functions currently available in the Nematrian online toolkit please go to list of types of available functions or complete list of individual functions.

 

Disclaimer

 

Please note that no web functions currently publicly available through the Nematrian website are classified by Nematrian as being explicitly ‘actuarial’ in nature. For example, they do not necessarily adhere to relevant model standards imposed on actuarial work by the UK FRC’s Actuarial Council. If you are seeking access to models that do explicitly adhere to these standards then please speak to your usual contact at Nematrian. Usage of the Nematrian website is subject to the terms of the Nematrian License Agreement.

 


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Web functionShort description of function
MnSolvencyII_SCRSFCombineStressesReturns recognised Stress Set Names for relevant Solvency II standard formula SCR risk charge aggregation
MnSolvencyII_SCRSFLifeCorrsReturns correlations for corresponding Stress Names used when calculating relevant Solvency II standard formula SCR component
MnSolvencyII_SCRSFLifeStressNamesReturns recognised Stress Names for relevant Solvency II standard formula SCR risk charge aggregation
MnSolvencyII_SCRSFMktCorrsReturns correlations for corresponding Stress Names used when calculating relevant Solvency II standard formula SCR component
MnSolvencyII_SCRSFMktStressNamesReturns recognised Stress Names for relevant Solvency II standard formula SCR risk charge aggregation
MnSolvencyII_SCRSFNonLifeCorrsReturns correlations for corresponding Stress Names used when calculating relevant Solvency II standard formula SCR component
MnSolvencyII_SCRSFNonLifeStressNamesReturns recognised Stress Names for relevant Solvency II standard formula SCR risk charge aggregation
MnSolvencyII_SCRSFOverallCorrsReturns correlations for corresponding Stress Names used when calculating relevant Solvency II standard formula SCR component
MnSolvencyII_SCRSFOverallStressNamesReturns recognised Stress Names for relevant Solvency II standard formula SCR risk charge aggregation
MnSolvencyII_SCRSFStressSetNamesReturns recognised Stress Set Names for relevant Solvency II standard formula SCR risk charge aggregation
MnSolvencyII_SCRSFTermStructureStressedRateReturns Stressed Rate derived by applying Solvency II Term Structure Stress
MnSolvencyII_SCRSFTermStructureStressFactorsReturns Table of Stress Factors derived by Solvency II Term Structure Stresses

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