eiopa

read, write, compare, convert XBRL reports

Implementation of the Smith-Wilson yield curve fitting algorithm in Python for interpolations and extrapolations of zero-coupon bond rates

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

All Jupyter Notebooks implemented by Open Source Modelling in one place.

Solvency and Financial Condition Report (SFCR) tables for 22 Italian Life insurers; S.02.01.02, S.23.01.01, and S.25.01.21 (from their SFCR reports).

Validation checks for EIOPA technical submissions written and documented in Jupyter notebooks.

AREPORT XBRL

Implementazione dell'algoritmo Smith & Wilson per l'interpolazione e/o l'estrapolazione dei tassi di interesse mancanti in Python.

Example of recalculation of the EIOPA RFR curve.

Binaries T4U with Unified DPM Database for Solvency II and Pension Funds Reporting