capital-charge

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Python script for calculating the (type I) equity risk solvency capital charge ("SCR") under Solvency II

insurance risk equity equities yahoo-finance scr risk-management equity-index solvency-ii insurers eiopa capital-charge solvency

Python script for calculating the spread risk solvency capital charge ("SCR") for a bond portfolio under Solvency II (along the standard formula)

portfolio insurance risk bond fixed-income scr spread solvency-ii insurers spread-risk covered-bond capital-charge solvency

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