5.96 solvency2_reporting

Function File: solvency2_reporting (path_working_folder)

Solvency 2 reporting for assets according to the Tripartite v4.0 standard. Analytics section (Outputs 90-94) and SCR contribution sections (Output 97-105) are calculated and accordingly filled.

Further fields with mandatory / conditional information can be set in asset input in positions.csv (see example files in /octarisk/sii_stdmodel_folder/input)

SII SCR stress definitions can be adjusted under /octarisk/sii_stdmodel_folder/input/stresstests.csv

See www.octarisk.com for further information.