Solvency_II_Spread_Risk_Capital_Charge

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

portfolio

View on GitHub

5 Stars

3 Forks

5 Watchers

Python Language

Cost to Build

$500

Market Value

$500

How is this calculated?

Growth over time

1 data points · 2021-08-06 → 2021-08-06

Stars Forks Watchers

💬

How do you feel about this project?

Ask AI about Solvency_II_Spread_Risk_Capital_Charge

Question copied to clipboard

What is the MBKraus/Solvency_II_Spread_Risk_Capital_Charge GitHub project? Description: "Python script for calculating the spread risk solvency capital charge ("SCR") for a bond portfolio under Solvency II (along the standard formula) ". Written in Python. Explain what it does, its main use cases, key features, and who would benefit from using it.

Question is copied to clipboard — paste it after the AI opens.

How to clone Solvency_II_Spread_Risk_Capital_Charge

Clone via HTTPS

git clone https://github.com/MBKraus/Solvency_II_Spread_Risk_Capital_Charge.git

Clone via SSH

[email protected]:MBKraus/Solvency_II_Spread_Risk_Capital_Charge.git

Download ZIP

Download master.zip

Found an issue?

Report bugs or request features on the Solvency_II_Spread_Risk_Capital_Charge issue tracker:

Open GitHub Issues

Similar to Solvency_II_Spread_Risk_Capital_Charge

playground-portfolio devportfolio sourcerer-app Jalpc CryptoETF portfolio ovilia.github.io AlphaPy flexible-jekyll gitshowcase data-science-portfolio dalin.dev jekyll-theme-prologue hugo-strata-theme CryptoShadow osprey studorlio The-Secretary node-finance sandbox cryptocurrency-cli Cryptocurrency-Portfolio gatsby-starter-portfolio-cara hugo-freelancer-theme cryptomon gatsby-starter-portfolio-emilia algotrader jekyll-portfolio-generator pichichi oliverbenns.com