Solvency II functions

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

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.

Web function	Short description of function
MnSolvencyII_SCRSFCombineStresses	Returns recognised Stress Set Names for relevant Solvency II standard formula SCR risk charge aggregation
MnSolvencyII_SCRSFLifeCorrs	Returns correlations for corresponding Stress Names used when calculating relevant Solvency II standard formula SCR component
MnSolvencyII_SCRSFLifeStressNames	Returns recognised Stress Names for relevant Solvency II standard formula SCR risk charge aggregation
MnSolvencyII_SCRSFMktCorrs	Returns correlations for corresponding Stress Names used when calculating relevant Solvency II standard formula SCR component
MnSolvencyII_SCRSFMktStressNames	Returns recognised Stress Names for relevant Solvency II standard formula SCR risk charge aggregation
MnSolvencyII_SCRSFNonLifeCorrs	Returns correlations for corresponding Stress Names used when calculating relevant Solvency II standard formula SCR component
MnSolvencyII_SCRSFNonLifeStressNames	Returns recognised Stress Names for relevant Solvency II standard formula SCR risk charge aggregation
MnSolvencyII_SCRSFOverallCorrs	Returns correlations for corresponding Stress Names used when calculating relevant Solvency II standard formula SCR component
MnSolvencyII_SCRSFOverallStressNames	Returns recognised Stress Names for relevant Solvency II standard formula SCR risk charge aggregation
MnSolvencyII_SCRSFStressSetNames	Returns recognised Stress Set Names for relevant Solvency II standard formula SCR risk charge aggregation
MnSolvencyII_SCRSFTermStructureStressedRate	Returns Stressed Rate derived by applying Solvency II Term Structure Stress
MnSolvencyII_SCRSFTermStructureStressFactors	Returns Table of Stress Factors derived by Solvency II Term Structure Stresses

The Nematrian Function Library Solvency II orientated Functions

The Nematrian Function Library

Solvency II orientated Functions