Tabular – Solvency II SCR Calculations

Integrated Pillars 1-3

We have a fully integrated solutions from Pillar 1 SCR Calculations through to Pillar 3 reporting. All pillars within a single application and users can configure the inputs and outputs for all 3 pillars to be within a single workbook or split across multiple workbooks.

Our validation module extends across both Pillar 1 and 3. For example source data level validations eg Best Estimate cash flow inputs are checked for consistency (internal and against other datasets such as TPs) to highlight data issues BEFORE QRT validations are run.

We have all SCR modules and sub-modules included (fully automated market risk concentration risk sub-module and partially automated SCR CAT risk calculations).

Also risk margin is calculated (with options to select the method from EIOPA’s allowed options).

Governance controls around the whole system all inputs (and outputs) are locked with user access configurable. Full audit trail of all inputs and calculations performed