Offline Solvency II Calculations and Regulatory Parameters


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Documentation for package ‘solvency2’ version 0.5.1

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A B C D E F G H I L M N O P R S T U V

solvency2-package Offline Solvency II Calculations and Regulatory Parameters

-- A --

aggregate_risk Aggregate already determined module charges using an explicit regulatory matrix.
api_catalogue Catalogue of Golden Source APIs
assigned_credit_eligibility_screen Return eligibility for the CHOSEN route, never an internally modelled CQS.
assigned_credit_issuer_financial_screen Screen seven numeric issuer criteria on qualified EUR financial values.
assigned_credit_yield_screen Check every qualified issue against both prescribed yield ceilings.

-- B --

basic_scr Five-module aggregation plus the charge on recognised intangible assets.
best_estimate_approximation_conditions Check declared data-deficiency exception, not create an approximation.
best_estimate_cashflows Discount already probability-weighted, gross-of-reinsurance cashflows.
best_estimate_contract_cashflows Select entire qualified obligations, never truncate by a payment date.
best_estimate_with_curve Bind a local discount curve to externally projected cashflows
bond_spread_stress Use modified duration, floored at1; floats need externally assessed equivalent fixed duration.

-- C --

calculate Execute a dependency graph of granular calculations
CalculationError Structured calculation failure
capital_add_on_amount Prescribed add-on arithmetic, not a supervisory imposition or risk model.
capital_breach_requirements Select notification/plan duties using externally established breach facts.
capital_recovery_plan_evidence_check Inventory the five common plan contents; do not project or approve them.
captive_interest_currency Evaluate one currency's literal asset-minus-BE formula for a declared scenario.
captive_interest_duration Look up an explicitly qualified lettered band; do not invent boundary rules.
captive_nonlife_aggregation Aggregate all twelve DR90 segment charges, with explicit inactive zeros.
captive_nonlife_segment Calculate a segment charge from already qualified Article116 volumes.
captive_simplification_conditions Check externally assessed DR89 facts, not substantive eligibility itself.
catastrophe_effective_sum Qualified recovery subtraction or explicit gross fallback for inadequate risk capture.
catastrophe_group_weighted_sum Q*max(group zone weights)*qualified group SI; never invent a group matrix.
catastrophe_region_aggregation Aggregate externally determined regional catastrophe charges plus other-region charge.
catastrophe_weighted_sum Q_W_SI for an externally qualified zone ordinal, not an address-to-zone mapping.
catastrophe_zone_aggregation sqrt(WSI' C WSI) for one Annex XXII–XXVI peril/region; WSI supplied externally.
catastrophe_zone_ordinal Resolve an explicitly supplied published code to its zone ordinal.
coinvestment_numeric_screen Check strict issuer size/revenue and inclusive retention for EACH security.
concentration_adjusted_exposure Ei excluding zero-gi counterparties; does not alter Assets or quality weights.
concentration_assets Select Assets from externally classified holdings; intragroup needs all five flags.
concentration_asset_loss Immediate asset-value loss, explicitly NOT the resulting BOF capital charge.
concentration_credit_quality Position quality before single-name weighting/ceiling; eligibility is external.
concentration_excess Threshold excess on already scoped Assets and zero-factor-adjusted exposure.
concentration_exposure_sum Sum externally grouped counterparty/single-name exposures, not all Assets.
concentration_factor gi selection, not grouping or CT selection; regional CQS2 reference affects gi only.
concentration_risk Euclidean norm of already valued single-name BOF charges; not asset losses.
concentration_single_name_quality Ceil value-weighted quality only after aggregation, without epsilon rounding.
concentration_threshold CT on externally established single-name quality or qualified special exposure.
Context Explicit calculation context
contract_boundary_exclusion Only the Article 18(3) negative screen; zero never proves contract membership.
contract_recognition_due Has the first recognition time arrived? This does not reverse later derecognition.
contract_unilateral_right Guideline2 unilateral-right screen, not full contract-boundary membership.
counterparty_solvency_ratio Divide externally qualified latest eligible funds by latest positive SCR.
coverage Declared regulatory coverage and limitations
credit_cat_default_loss Select largest NET default exposures and report their gross scenario claims.
credit_cat_recession_loss Sudden gross claim from next12month earned LOB9/21 premiums, not capital.
credit_derivative_scenario_charge Select gross credit-derivative charge by maximal net-FDB scenario loss.
credit_spread_stress Absolute widening versus relative tightening; hedge exclusions require separate assessment.
currency_participation_bof_change Signed FX BOF change: deducted holdings contribute gains but not losses.
currency_peg_factor Historical document-profile pair factor, not confirmation of a current currency peg.
currency_peg_rate_stress Apply a qualified original peg factor to local currency per one foreign unit.
currency_rate_stress Stress local currency per one foreign unit, not its reciprocal or a BOF amount.
currency_risk Sum already net-scenario-selected gross charges, all valued in Context.currency.
currency_scenario_charge One currency: select gross charge by the largest externally valued net-FDB loss.

-- D --

default_ccp_fund_lgd_2027 LGD of an externally qualified CCP default-fund contribution, not CCP eligibility.
default_clearing_conditions Check one externally selected clearing route, not legal eligibility.
default_collateral_factor Select a coefficient, not an insolvency-law interpretation or collateral valuation.
default_collateral_market_adjustment Literal document-profile order; signed adjustment, not collateral eligibility.
default_defaulted_loan_lgd_2027 Article192(4a) floor; Loan is the source-defined qualified mortgage value.
default_derivative_lgd Four externally qualified variants, with explicit market/risk-adjusted collateral.
default_derivative_netting_value Combine market values, never stand-alone RM, collateral stress or LGD.
default_exposure_type Return1/2 for default types or0 for exclusion FROM THIS MODULE ONLY.
default_mortgage_lgd Use a qualified stress guarantee, not an arbitrary guarantee nominal amount.
default_other_lgd Two externally classified nonnegative valuation conventions; no hidden offsetting.
default_pool_lgd Externally qualified type B/C pool formula, not pool classification.
default_pool_member_ratio Select the pool SR convention, not the counterparty PD table.
default_pool_solvency_ratio Harmonic EOF-weighted inner group plus risk-share-weighted outer group.
default_pool_type_a_lgd Apply type-A liability rule to an externally qualified Article192 LGD.
default_probability Apply an externally qualified Article 199 category; not a rating/classification engine.
default_protected_probability Select a qualified provider PD, never the minimum of two probabilities.
default_reinsurance_lgd Choose standard/high-encumbrance formula; input includes corresponding receivables.
default_risk_adjusted_collateral Literal collateral branches, with signed results and explicit legal evidence.
default_risk_adjusted_mortgage Subtract adjustment from externally assessed Article198(2) property value.
default_risk_mitigation Difference for the same relevant risk module; never substitute overall SCR.
default_securities_financing_lgd_2027 Qualified repo/reverse-repo/securities-lending LGD, not a netting engine.
default_single_name_count Count declared single names and retain every exposure-to-group assignment.
default_single_name_lgd Sum already assessed LGDs; qualified netting sets must not be counted twice.
default_single_name_pd LGD-weighted PD for one externally grouped single name, not legal grouping.
default_type1 Type-1 variance and charge; PD/LGD supplied per already grouped single name.
default_type2_shock Value-decrease amount; BOF must still be revalued to determine the capital charge.
default_type2_shock_2027 Three disjoint2027 LGD pools; no implicit zero for defaulted/forborne loans.
de_branch_minimum_amount Calculate a qualified German branch asset minimum or domestic deposit.
de_cover_assets_minimum German book-value cover pool minimum, distinct from Solvency-II TP.
de_cover_property_value Book/market minimum, or explicitly supervisor-determined property value.
de_liquidity_coverage Coverage, cash-flow gap and liquidity level for one qualified horizon.
DiscountCurve Explicit local discount curve
discount_curve_factor Explicit local discount curve
discount_curve_from_dict Explicit local discount curve
discount_curve_from_spot_rates Build explicit discount factors from externally supplied spot rates
discount_curve_to_dict Explicit local discount curve
documentation Read bundled documentation without a browser

-- E --

Engine Execute a dependency graph of granular calculations
equity_shock Shock factor with optional qualified168 route checks, never asset valuation.
equity_stress_amount_2027 Apply an externally qualified169 factor to the prescribed position basis.
export_resources Export local reference resources or an explicit analyst scenario
external_model_checked_value Forward an externally computed value after declared-evidence checks.

-- F --

financial_issuer_spread_stress Route insurer and externally qualified financial-issuer factors, not legal eligibility.

-- G --

governance_evidence_check Inventory applicable declared controls and expose versioned review periods.
governance_remuneration_deferral_years Minimum deferral period for an externally qualified relevant staff member.
group_combined_component_surplus_2027 Compose externally approved disjoint methods, not a consolidation model.
group_combined_currency_exposure_2027 Positive holding excess for external consolidated currency scenarios.
group_consolidated_best_estimate Sum BE already adjusted externally for all intra-group transactions.
group_consolidated_minimum Qualified MCR sum plus future local licence-withdrawal requirements.
group_consolidated_risk_margin Proportionate sum of externally qualified risk margins, no added diversification.
group_consolidated_scr Sum qualified Article336 amounts plus externally set group add-on.
group_consolidated_surplus External consolidated eligible EOF minus SCR after its qualified minimum.
group_immaterial_participation_screen_2027 Strict numerical thresholds only, never supervisory permission.
group_insurance_holding_conditions_2027 Declared holding criteria, not an automatic group or entity classification.
group_long_term_equity_limit_2027 Method1/combined LTE cap, not group SCR or an automatic classification.
group_method2_best_estimate_sum Parent plus proportionate related BE, preserving signed external valuations.
group_method2_component_surplus Signed method2 aggregation component, not complete approved group solvency.
group_minority_excess_2027 Literal 2027 minority formula, on explicitly pre-qualified net amounts.
group_model_scr_contribution Apply externally supplied model percentages; never develop an insurer model.
group_nonavailable_own_funds_cap Cap ONE externally qualified availability scope, without repeating the cap.
group_orsa_evidence_check Inventory group-ORSA scope, method1 and single-document evidence.
group_orsa_method1_scr_difference Signed related-SCR sum minus consolidated SCR, never floored.
group_own_funds_transfer_timing_screen Check only the declared nine-month horizon, not effective availability.
group_pre_acquisition_scr_exception_2027 Future pre-acquisition exception with an explicit issuer-specific effect.
group_reinsurance_elimination Remove qualified internal reinsurance values before consolidation shares.
group_required_shortfall Full subsidiary deficit unless an explicit externally approved exception applies.
group_sector_capital_requirement_2027 Select the prescribed maximum of complete externally calculated branches.
group_sector_contribution_2027 Sum disjoint qualified sector amounts using subscribed-capital shares.
group_significant_branch_screen Strict 5% group OR host-market test used by group reporting definitions.
group_simplified_participation_scr_2027 Externally approved simplified contribution; no extra ownership weighting.
group_standard_scr_contribution Standard-formula contribution for externally qualified consolidated entities.
guaranteed_sts_securitisation_spread_stress Qualified Article180(10)/(10a) factor; historical name retained for callers.

-- H --

health_accident_benefit_mean Average only event-insured persons in the externally selected concentration.
health_accident_benefit_sum Sum externally qualified event benefits of resident insured persons.
health_accident_concentration_loss Use the externally identified largest qualified building population, not largest loss.
health_accident_country_aggregation Root-sum-square of already valued country BOF charges, never of gross claims.
health_adc_recovery_2027 Scenario indemnity for one externally qualified ADC, before cession/prudence.
health_adc_reserve_factor_2027 Reserve-sigma adjustment; no invented upper cap or automatic eligibility.
health_biometric_selection Select already qualified SLT-health units; no health TP projection or SCR.
health_biometric_stress Stress only explicitly selected SLT health contracts, not their BOF valuation.
health_disability_risk Sum disjoint SLT medical/income charges; no diversification or classification inference.
health_expense_inflation_stress Add the expense inflation shock without choosing a projection convention.
health_expense_level_stress Stress eligible own/cedent costs jointly with inflation in external projection.
health_hres_mixed_sigma Mix separately calculated volumes; a source reference is not a legal applicability decision.
health_hres_sigma_bound Bound an external representative estimate; this does not determine an official HRES sigma.
health_income_incidence_stress Stress incidence for an explicitly assigned period; jointly project all156 changes.
health_income_transition_stress Apply strict recovery / inclusive continuation thresholds without normalisation.
health_lapse_option_stress Stress relevant exercise/non-exercise probability with health-specific parameters.
health_lapse_risk Select the gross SLT health lapse charge corresponding to maximum net loss.
health_mass_accident_loss Gross claim for one printed AnnexXVI segment, before reinsurance and BOF revaluation.
health_mass_lapse_factor Return the40% event share, not proportional capital or life special-category70%.
health_medical_inflation_stress Add/subtract percentage points without inventing a compounding model.
health_medical_payment_stress Stress payments jointly with inflation in the external permanent projection.
health_medical_risk Maximum of two joint-scenario charges; no extra net-selection rule is inferred.
health_module_scope Look up a qualified LOB, not the contract's economic classification.
health_nslt_lapse_factor NSLT health event share; do not apply SLT's three-scenario selection here.
health_pandemic_income_exposure Sum externally valued permanent-disability benefits with no recovery assumed.
health_pandemic_loss Gross sudden scenario claim before reinsurance; country residence/scope external.
health_pandemic_medical_cost Weight all three externally valued care types; never silently normalise overrides.
health_premium_reserve_risk Four-segment standard selector; USP/HRES are deliberately not substituted.
health_premium_volume Health-NSLT net premium volume; cohort/time selection and evidence are external.
health_reserve_volume Health-NSLT claims volume; recoverables exclude208(2) finite/similar RI.
health_revision_stress Stress externally selected inflation/legal/health revision-exposed annuities.

-- I --

infrastructure_corporate_eligibility_screen Screen declared corporate criteria with conditional controls and numbers.
infrastructure_project_eligibility_screen Apply only the declared, branch-specific project prerequisites.
insured_deposit_concentration_factor Deposit guarantee concentration gi only; no default/spread risk exemption.
insurer_solvency_spread_stress Interpolate stress, not rating, for externally qualified unrated insurers.
intangible_risk Charge on intangible value already recognised under Article 12.
interest_additive_shift_2027 Return the nonnegative b magnitude; its application sign belongs to the scenario.
interest_down_floor_2027 Published floor from1year; subannual ambiguity is not filled by extrapolation.
interest_down_stress_2027 Literal downward stress only at/before an externally qualified first smoothing point.
interest_participation_bof_change Retain gains but exclude losses on Art68-deducted financial holdings.
interest_relative_factor_2027 Interpolate s using its own90year tail, not the additive60year tail.
interest_scenario_charge Sum each direction across qualified currency groups before scenario selection.
interest_stress Stress a basic annual spot rate; linear factor interpolation including endpoints.
interest_ufr_stress_2027 Shift an externally supplied UFR, without constructing a stressed extrapolation.

-- L --

lac_dt Signed tax adjustment from externally valued balances after the Article 207(1) loss.
lac_dt_profit_assumptions_check Check one externally qualified projection/return-pair and declared evidence.
lac_dt_stress_amount Loss for the external tax revaluation, before (not after) the tax adjustment.
lac_tp Signed (nonpositive) loss-absorbing adjustment for technical provisions.
lapse_stress Stress the relevant option-exercise rate after the required contract selection.
liability_cat_claim_count Smallest integer STRICTLY above the ratio, or one for unlimited coverage.
liability_cat_loss Group factor times next12month earned gross premium before reinsurance.
life_biometric_selection Select qualified life units by strictly increased TP excluding risk margin.
life_biometric_stress Apply a selected biometric stress without inventing a probability/intensity conversion.
life_cashflow_grouping_conditions Check declared Article35 grouping safeguards, not a clustering model.
life_catastrophe_rate_stress Add the twelve-month mortality shock only to externally selected contracts.
life_expense_inflation_stress Add the prescribed percentage-point shock without choosing a compounding model.
life_expense_level_stress Stress eligible costs; combine with inflation stress in the external projection.
life_lapse_option_stress Return exercise probability, stressing non-exercise for extension options.
life_lapse_risk Select gross capital using all three externally valued net scenarios.
life_mass_lapse_factor Return event share, never a proportional BOF/TP loss or standalone mass SCR.
life_mass_lapse_special_eligibility Screen declared142(6)a facts; a negative result does NOT select category b.
life_revision_stress Increase only externally qualified revision-exposed annuity benefits.
load_discount_curve_csv Import a user-supplied local discount curve
load_discount_curve_json Import a user-supplied local discount curve
load_numeric_overrides_json Load an explicit analyst-override batch
lookthrough_exposure_amount Sum one underlying exposure across all qualified direct/indirect fund paths.
lookthrough_fallback_conditions Test target-first fallback conditions, not infer a fund's asset allocation.
lookthrough_grouping_limit Check an inclusive cap on externally scope-adjusted grouping amounts.

-- M --

manmade_concentration_loss Maximum combined effective insured sum of externally qualified objects.
market_risk_from_interest_scenarios Aggregate supplied market submodules, with the source's interest-charge equality rule.
matching_fundamental_spread_increase Fundamental-spread increment, not MA/technical-provision revaluation.
mcr_absolute_floor Select a printed EUR floor, including qualified Article166 direct branches.
mcr_capital_at_risk Article251 contract-level floors; external benefit/BE qualification unchanged.
mcr_combined Combined MCR including an explicitly supplied applicable absolute floor.
mcr_life Linear life MCR; no premature floor on the signed linear total.
mcr_linear Add the separately determined Art.250/251 parts; life may be signed.
mcr_nonlife Linear nonlife/health MCR using all 16 annex-XIX segments, including explicit zeros.
mcr_notional_requirement Notional activity MCR with a separately supervisor-assigned add-on.
mcr_notional_scr Allocate SCR excluding add-ons by the two notional linear MCR components.
model_va_scr_floor_2027 Check declared method conditions and two external SCR floors, not raise SCR.
mortgage_type2_eligibility_screen Screen declarations and numerical limits, not the truth of legal conditions.
motor_assumed_limit Externally choose total, absent-total property/personal, or per-victim basis.
motor_cat_loss Gross sudden claim, with literal floor even at zero supplied counts.
motor_vehicle_count Aggregate qualified LOB4/16 vehicle groups, proportional shares applied once.

-- N --

natural_cat_event_loss One ordered gross event; do not replace sequential recoveries with a sum.
natural_cat_insured_sum Sum eligible zone exposures; flood/hail motor weights differ.
natural_cat_other_diversification Return sum of squared premium shares over all explicit regions5..18.
natural_cat_other_loss Outside AnnexXIII: eligible next12month gross premiums and external DIV.
natural_cat_scenario_risk Maximum of externally valued A/B sequence capital, not sum of event losses.
natural_cat_weighted_cap Optional externally justified lower WSI, never a reinsurance-net amount.
nonlife_adc_recovery_2027 One qualified ADC indemnity, before cession/prudence, using AnnexII sigma.
nonlife_adc_reserve_factor_2027 Qualified reserve-sigma factor, no upper cap; zero denominator needs review.
nonlife_lapse_factor Event share, not capital multiplier; underlying/worst selection external.
nonlife_premium_volume Article 116 premium volume from externally selected net premium cashflows.
nonlife_reserve_volume Net claims BE; eligible recoverables must exclude208(2) finite/similar RI.
nonprop_property_cat_loss Next12month eligible LOB28 earned gross premiums; AnnexIII DIV supplied.
non_snc_proportionality_size_screen_2027 Shared327b/c/d/e/g size component; each measure's other conditions remain.
NumericOverride A traceable numeric analyst override
numeric_overrides_from_dict Load an explicit analyst-override batch

-- O --

obligation_derecognition_condition Qualified obligation state only, never automatic contract-end derecognition.
operational_risk Gross premium/provision calculation; provisions exclude the risk margin.
orsa_additional_macro_analysis_required_2027 Select only additional paragraph1(e) analysis; paragraph1(d) remains.
orsa_biennial_captive_conditions_2027 Declared captive eligibility for ORSA frequency, not DR89 simplification.
orsa_climate_scenario_requirement_2027 Minimum scenario count from externally qualified materiality/SNC status.
orsa_climate_scenario_structure_2027 Check required role metadata and maximum intervals, never model adequacy.
orsa_conditional_evidence_check Inventory conditional comparisons/recalibration, never calculate a model.
orsa_core_evidence_check Inventory explicitly declared core evidence, not adequacy or compliance.
orsa_guidance_evidence_check Inventory archived guideline evidence, not content or legal applicability.
orsa_max_assessment_interval_2027 Maximum periodic interval; an event-triggered ORSA remains immediate.
orsa_phase_in_currency_exemption_2027 Screen only the Article77a phase-in comparison exemption per currency.
orsa_report_evidence_check Inventory report content/transmission evidence, not the report itself.
other_nonlife_cat_loss All five AnnexXII groups, next12month earned gross premiums.
own_funds_basic_before_adjustments Compose Article88 amounts before further deductions and eligibility limits.
own_funds_classification_evidence_check Inventory declared classification evidence, never classify an instrument.
own_funds_distribution_policy_amount Select a qualified annual payout amount, in the context reporting currency.
own_funds_distribution_policy_ratio Select a qualified payout ratio; no invented cap at 100 percent.
own_funds_expected_future_fee_profit_2027 Signed fee-scenario difference for one qualified index/unit-linked scope.
own_funds_expected_future_premium_profit Aggregate without-minus-with valuations in externally qualified groups.
own_funds_financial_deduction_tier Select a remaining own-fund bucket after externally qualified deductions.
own_funds_financial_exemption_screen Version-specific declared-prerequisite screen, never approval of an exemption.
own_funds_financial_participation_deduction Deduct qualified nonexempt financial participations, with per-holding audit.
own_funds_foreseeable_distributions_2027 Formal amount, or one of two permitted accrual methods before that stage.
own_funds_mcr_allocation Validate one proposed full MCR-covering allocation of basic own funds.
own_funds_reconciliation_reserve Subtract Article70 items, with explicit financial-participation overlap.
own_funds_restricted_deduction Deduct restricted surplus, or the full elected immaterial RFF amount.
own_funds_scr_allocation Validate one proposed full SCR-covering allocation of preclassified tiers.
own_funds_step_up_limit Art73(4)/77(4) maximum modest one-off step-up, not whole-tier eligibility.
own_funds_tier1_loss_absorption_trigger Article71(8) event screen, NOT write-down/conversion or Tier1 eligibility.
own_funds_tier1_mechanism_requirements Select statutory execution requirements; no instrument amount or booking.

-- P --

parameter Parameter value and its regulatory provenance
partial_model_bscr Annex XVIII techniques1-5, with recursive4/5 and certified external2.
partial_public_guarantee_zero_amount_2027 Validate explicit zero-treatment allocation, not guarantee pricing or capital.
premium_future_component Sum one selected net premium PV component, without long-term weighting.
premium_net_of_reinsurance Return signed net premiums, not recoverables, total volume or capital.
premium_reserve_diversification Geographic factor from already classified volumes, including mandatory exceptions.
premium_reserve_geographic_region Return the macroregion for an explicitly qualified original territory name.
premium_reserve_parameterised_risk Aggregate supplied effective sigmas, without repeating NP/ADC adjustments.
premium_reserve_risk Nonlife sigma aggregation with explicit2027 reinsurance/USP qualification.
print.Result Structured calculation result and provenance
property_value_stress Stress an externally identified property asset, not total BOF or property SCR.
proportionality_application_evidence_2027 Application/notification inventory, separate from annual size screens.
prudent_deterministic_best_estimate_2027 BE_det + loading*SCR, with default5% or externally demonstrated loading.
prudent_deterministic_eligibility_2027 Strict5% time-value screen plus externally qualified route conditions.
prudent_deterministic_non_snc_size_screen_2027 Only Article327f size/market conditions, NOT supervisory approval.
public_counter_guarantee_conditions_2027 Article215a equivalence gate, not guarantee valuation or zero capital.
public_exposure_zero_factor Shared public-factor rule; Art180 debt scope and Art187 scope remain distinct.

-- R --

reference_case A single reference case by identifier
reference_cases Independent synthetic calculation references
reference_dataset Additional synthetic reporting reference datasets
reference_datasets Additional synthetic reporting reference datasets
reference_portfolios Synthetic integration portfolios
regular_supervisory_report_interval Select declared RSR periodicity without waiving other reporting duties.
regulatory_euro_amount_indexation Original EUR base times HICP change since31Dec2015, rounded upward.
reinsurance_adjusted_recoverable Subtract the separately calculated EXPECTED default adjustment exactly once.
reinsurance_counterparty_recognition_factor Prescribed211 eligibility/haircut; not PD, LGD or recoverable valuation.
reinsurance_default_adjustment PV of already probability-weighted shortfalls; positive result is a deduction.
reinsurance_default_loss Apply the loss-given-default floor or an explicitly evidenced alternative.
reinsurance_nonlife_allocation Allocate already eligible payments using their external gross-claims linkage.
reinsurance_recoverables_from_net Article57 signed gross-minus-net difference BEFORE expected default loss.
reinsurance_recoverable_cashflows Discount externally selected expected recoveries at their own payment dates.
replicated_cashflow_value Market-value arithmetic with mandatory exclusions, not replication approval.
reporting_bound_rule_check Check an archived rule on explicitly bound facts
reporting_captive_itemised_exemption_2027 Declared Article35a(3) eligibility only for subannual itemised reporting.
reporting_catalog Archived reporting definitions for an explicit technical release
reporting_closed_rule_check Check a rule against explicit closed-table cell facts
reporting_data Load one reporting definition category
reporting_instance Assemble an offline XBRL draft from explicit DPM cell facts
reporting_metric_value_check Check an explicit fact against an archived DPM metric
reporting_rule_precondition Evaluate an archived filing-indicator precondition
reporting_table Definitions and axes for one reporting table
reporting_validation_status Archived module-specific validation status
restricted_portfolio_scenario_charge One portfolio's nonnegative charge under the COMMON worst net scenario.
restricted_portfolio_scr_sum Sum complete qualified notional SCRs, including remainder; no diversification.
Result Structured calculation result and provenance
rfr_archived_corporate_pd Read the default probability, NOT the similarly named PD credit spread.
rfr_archived_corporate_spread Read published PD/FS/downgrade spreads, converting percent to decimal rates.
rfr_archived_government_spread Read a published government LTAS/FS parameter and convert percent to decimal.
rfr_archived_ltas Read supplemental LTAS cells with explicit original row identifiers.
rfr_archived_spot_rate Read one published annual zero-coupon rate, preserving cell provenance.
rfr_credit_risk_adjustment Bound half the externally qualified one-year mean spread (decimal rates).
rfr_credit_spread_sensitivity CSSR from separately qualified PVBP amounts, not their revaluation model.
rfr_currency_risk_adjustment Signed CURA: archived uniform value or a qualified formula illustration.
rfr_curve_spot_2027 Build a basic/VA/MA curve once, including all requested output maturities.
rfr_default_adjusted_cashflow De-risk one asset cashflow under EIOPA-BoS-24-533 section 12.5.9.
rfr_default_loss_on_market_value Loss conditional on default under the fundamental-spread recovery assumption.
rfr_downgrade_expected_loss Weight qualified immediate replacement losses, not a rating/migration model.
rfr_equivalent_annual_rate Solve the unique annual rate for nonnegative externally qualified cashflows.
rfr_extrapolated_forward_2027 Return the continuous forward from annual-discrete UFR and continuous LLFR.
rfr_extrapolated_spot_2027 Convert the FSP spot and a matching continuous forward to an annual spot.
rfr_extrapolation_alpha_2027 Own versioned alpha, with annual approved transition and no post-2032 trend.
rfr_fsp_currency_percentage_2027 Prescribed percentage, not a market-data calibration or an FSP maturity.
rfr_fundamental_spread Compose external credit spreads with the class floor or exact fallback.
rfr_fundamental_spread_other_than_pd Published corporate residual-FS rule: max(CoD, FS-PD), decimal rates.
rfr_last_liquid_forward_2027 Aggregate externally qualified continuous forwards using swap notionals.
rfr_macro_country_factor Country debt/all-assets share, not an insurer's own portfolio weight.
rfr_macro_volatility_adjustment Euro macro add-on; explicitly incompatible with undertaking-specific adjustment.
rfr_market_rate_adjustment Apply CRA and signed CURA once before existing curve construction.
rfr_matching_adjustment Subtract effective annual rates on the SAME liability cashflows and residual FS.
rfr_matching_mortality_headroom Headroom against the 5% BE condition, using the externally BOF-selected stress.
rfr_matching_mortality_selected_be Return BE from the worst BOF scenario, not the scenario with maximum BE.
rfr_matching_mortality_stress MA qualification stress assumption, not life SCR or automatic scenario selection.
rfr_monthly_data Synthetic market-data template
rfr_pegged_credit_spread_sensitivity Common CSSR from qualified combined amounts, never average individual CSSRs.
rfr_portfolio_risk_correction Aggregate category corrections under EIOPA-BoS-24-533 section 10.3.5.
rfr_reference_portfolio_spread Whole-portfolio weights: do not renormalize the two bond categories.
rfr_risk_corrected_spread Subtract an externally qualified risk correction without an output floor.
rfr_risk_correction_2027 Piecewise correction for a qualified homogeneous spread bucket, decimal rates.
rfr_smith_wilson_spot Fit qualified instruments once and return annual spot plus optional grid.
rfr_spot_discount_factor Convert a matching annual zero-coupon spot rate to a discount factor.
rfr_transitional_spot_rate Add the approved currency-specific annual transition to one curve point.
rfr_ultimate_forward_rate Derive the context year's UFR using the prior year's annual calculation.
rfr_va_pvbp Literal revaluation difference/VA*, not a valuation model or per-bp rescaling.
rfr_volatility_adjustment Compute VA from risk-corrected spreads; neither authorize nor apply it.
rfr_volatility_adjustment_2027 Currency VA only; no automatic macro addition or undertaking-specific approval.
risk_margin Discount SCR(t) of the Art.38 reference undertaking at basic rates t+1.
risk_margin_adjusted_duration_2027 Future life formula from deterministic annual net cashflows, first at k=1.
risk_margin_duration Baseline life formula including the divisor printed in archived Annex IV.
risk_margin_internal_model_required Regulatory selection condition only; insurer supplies the approved model.
risk_margin_lob_allocation Apply a nonnegative externally qualified share; never infer it from SCR0.
risk_margin_percentage Externally calibrated alpha_lob * BE_net(0), not a prescribed default alpha.
risk_margin_proportional_scr SCR(t)=SCR(0)*BE_net(t)/BE_net(0); never apply lambda inside SCR(t).
risk_margin_reference_asset_balance SCR + TP - recoverables, not an asset portfolio or optimisation result.
risk_margin_reference_evidence_check Inventory reference-undertaking assumptions, never generate SCR runoff.
risk_margin_reserve_scr Reserve-only 3_sigma_res_mod_PCO_net(t), never the whole nonlife SCR.
risk_mitigation_recognition_factor Full, excluded, or externally qualified time-proportionate recognition.
rsr_long_term_equity_extra_disclosure_2027 Extra impact/action disclosures for an externally qualified105a holding.
rule_profiles Available dated rule profiles

-- S --

scenario_loss Loss from external BOF; optional gross83 input checks are not a valuation model.
scope_ancillary_risk_conditions Apply Article16's cross-branch conditions to external factual declarations.
scope_volume_conditions Screen one year's literal Article4(1) conditions in the selected profile.
scope_volume_entry_trigger Three-year breach of one identified amount, for the following-year trigger.
scope_volume_release_history Only historical/prospective volume conditions, not supervisory release.
scr_standard_formula Compose standard formula and explicit imposed add-ons, not a full release.
secured_bond_spread_stress Three collateral branches on an externally qualified Article176(4) shock.
securitisation_spread_stress Article178 factors on externally qualified positions; no automatic transition relief.
select_scenario Select the gross charge corresponding to the greatest net-of-FDB loss.
sfcr_balance_sheet_audit_required_2027 Select the balance-sheet audit duty, not the complete audit perimeter.
sfcr_captive_disclosure_conditions_2027 Declared captive relief conditions, distinct from ORSA/reporting relief.
sfcr_content_evidence_check Inventory references for an externally qualified full narrative part.
sfcr_publication_evidence_check Join versioned duty references and qualified event facts, not legal sign-off.
significant_cross_border_activity_2027 One host state's establishment AND services premiums; strict EUR threshold.
simplification_proportionality_conditions Screen declared assessments and the higher-SCR exception to material error.
simplification_share_screen_2027 Check distinct strict SNC versus inclusive immaterial-risk thresholds.
simplified_bond_spread_risk Sum qualified bucket losses plus signed, externally valued DeltaLiab.
simplified_bond_spread_stress DR104 factor: rated values have no invented cap; only unrated is capped.
simplified_capital_at_risk Sum per-contract max(current net benefit + additional future PV - net BE,0).
simplified_default_group_pd Conservative grouping PD, not LGD-weighted single-name PD under Article199.
simplified_disability_risk Three printed terms under Art93/100; no period inference or term floors.
simplified_ead_mitigation_2027 Allocate default-zero BSCR mitigation using absolute EAD by external counterparty.
simplified_expense_risk Art94/99/101: factor_A_n + A*(G(i+shift,n)-G(i,n)).
simplified_fire_risk Maximum of qualified top-five building-neighbourhood exposures and theta.
simplified_immaterial_risk_2027 Scale the reference SCR with volume, retaining its prescribed floor.
simplified_lapse_risk Art95/102 up: half * max(qualified rate, source threshold) * years * S+.
simplified_life_catastrophe_risk Art96 factor times the already contract-floored CAR sum, not death benefits.
simplified_longevity_risk Art92/98: factor_q_n*growth**((n-1)/2)*BE on qualified selected contracts.
simplified_mortality_risk Art91/97 finite annual sum with midyear discount and survival weighting.
simplified_pool_external_best_estimate Scale externally qualified BECEP to whole-pool BECE, retaining its sign.
simplified_pool_external_mitigation Allocate signed external pool contributions; no extra floor on individual contributions.
simplified_pool_member_best_estimate PC/PU times already externally netted BEU; do not net external recoveries twice.
simplified_proportional_mitigation Article108 proportional-contract amount with the prescribed net-BE denominator.
simplified_reinsurance_default_adjustment Positive deduction corresponding to the printed negative Article61 AdjCD.
simplified_reinsurance_mitigation Allocate underwriting mitigation using BE recoverables plus related debtors.
simplified_single_segment_mitigation Literal111a quadratic formula; preserve signed differences, no subfloors.
simplified_submodule_mitigation Floor the difference of submodule sums once, not each submodule separately.
small_non_complex_annual_conditions_2027 One qualified year of Article29a criteria, not two-year status or approval.
small_non_complex_group_annual_conditions_2027 Group213a annual criteria: NOT the solo29a business-share branching.
solvency2 Offline Solvency II Calculations and Regulatory Parameters
specific_exposure_spread_stress Article180 table factors on externally qualified debt, not eligibility or BOF SCR.
spread_risk Sum three already valued/selected spread submodules; no missing-component defaults.
spv_recoverable_cap Cap one SPV's separately valued recoverable at its external aggregate exposure.
supervisory_reporting_deadline_weeks Select an archived deadline length for an externally qualified type/scope.
supervisory_reporting_evidence_check Inventory core or full RSR references for a qualified request/period.
symmetric_adjustment Use an externally qualified daily mean; the selected profile determines its window and cap.
symmetric_adjustment_average Average determined daily levels, not dates, months or carried-forward values.

-- T --

technical_provisions_sum Separate BE/RM method only; negative best estimates/total provisions are not floored.
technical_provisions_transitional_value Deduct the phased, optionally capped approved difference from current TP.
technical_provision_assumptions_evidence_check Inventory assumptions, management actions, FDB and behaviour evidence.
technical_provision_data_evidence_check Inventory TP data-quality evidence without certifying data or methods.
technical_provision_projection_evidence_check Inventory projection scope/uncertainty/expenses, not simulate cashflows.
technical_provision_validation_evidence_check Inventory validation and documentation references for an externally qualified scope.

-- U --

underwriting_currency_basis_risk Art86(a) lowest-level charge plus a fraction of its joint-FX difference.
unlisted_equity_beta Literal formula; never infer percentage-point/fraction scaling of GM/ROCE.
unlisted_equity_portfolio_screen Check all supplied issuers; book weights differ from concentration values.
unrated_bond_simplification_conditions Check the inclusive rated-portfolio share and qualified bond facts.
usp_credibility_factor Look up AnnexXVII credibility with the method's correct year basis.
usp_data_evidence_check Inventory active USP data references, never certify their content or quality.
usp_excess_of_loss_estimate Estimate raw NP-prime for one homogeneous F1 excess-of-loss group.
usp_excess_of_loss_group_weighting Weight raw F1/F2 group estimates by externally qualified premium volumes.
usp_lognormal_credibility_blend Apply B/C1 finite-history correction BEFORE credibility blending.
usp_lognormal_fit Fit prescribed delta/gamma, returning raw sigma before credibility.
usp_lognormal_sigma Evaluate prescribed sigma and objective at explicit delta/gamma.
usp_method_data_evidence_check Inventory method-specific references, with explicit gross/net and year bases.
usp_nonproportional_credibility_blend c*NP_est + (1-c)*NP_standard; separate from either F1/F2 estimator.
usp_parameter_scope_check Check declared replacement scope, not data/method fitness or authorization.
usp_reinsurance_contract_conditions Check collective coverage and each contract's declared209/210/211/213 compliance.
usp_reserve2_credibility_blend D(4) linear blend, WITHOUT the different B/C1 finite-history correction.
usp_reserve2_estimate Compute sqrt(MSEP)/reserve for a qualified square cumulative triangle.
usp_revision_compound_quantile Return the upper numerical bracket of the prescribed compound quantile.
usp_revision_credibility_blend c*(quantile-mean)/mean+(1-c)*S, preserving the source's absence of a floor.
usp_revision_moments Return expected annual increases and prescribed sample moments.
usp_standard_method_selection Select a qualified more accurate method, otherwise conservative capital result.

-- V --

valuation_accounting_equity_adjustment Deduct already scope-aligned goodwill and Article12-zero intangibles.
valuation_accounts_method_conditions Check declared Article9(4) facts; never establish method compatibility.
valuation_adjusted_equity_component Apply the held share to externally qualified Article13 net assets.
valuation_balance_sheet_excess Sum externally qualified positions, retaining negative values and surplus.
valuation_contingent_liability Discount externally expected settlement payments on a basic risk-free curve.
valuation_deferred_tax_net Net externally recognised, undiscounted tax balances only when qualified.
valuation_intangible_value Apply goodwill/other-intangible zero rules, not a fair-value model.
valuation_liability_excluding_own_credit Remove externally isolated cumulative own-credit value change since initial recognition.
valuation_method_checked_value Forward a value only on an explicitly supported Article16 method path.
valuation_participation_value Apply two externally qualified exclusions, not a group-scope decision.
valuation_short_term_deposit_cost_2027 Apply the 2027 deposit exception, without computing cost or amortisation.