covered-bond

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MBKraus / 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)
solvency-ii spread risk bond fixed-income spread-risk insurance insurers covered-bond scr capital-charge solvency portfolio
Language:Python 6

MBKraus / Solvency_II_Spread_Risk_Capital_Charge