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Group SCR Contribution Aggregation

Calculate the Aggregated Group Solvency Capital Requirement Requirement instantly.

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Aggregated Group SCR Requirement

€70 000 000

1Step 1

Standalone Group SCR Contributions

Standalone Group SCR Contributions=Entity 1 SCR Contribution+Entity 2 SCR Contribution+Entity 3 SCR Contribution\textit{Standalone Group SCR Contributions} = \textit{Entity 1 SCR Contribution} + \textit{Entity 2 SCR Contribution} + \textit{Entity 3 SCR Contribution}
2Step 2

Contributions Net of Intersection Adjustment

Contributions Net of Intersection Adjustment=max⁡(0,Standalone Group SCR Contributions−Intersection Adjustment)\textit{Contributions Net of Intersection Adjustment} = \max(0, \textit{Standalone Group SCR Contributions} - \textit{Intersection Adjustment})
3Step 3

Scaled Group SCR Requirement

Scaled Group SCR Requirement=Contributions Net of Intersection Adjustment×Method Scaling Factor\textit{Scaled Group SCR Requirement} = \textit{Contributions Net of Intersection Adjustment} \times \textit{Method Scaling Factor}
4Step 4

Aggregated Group SCR Requirement

Aggregated Group SCR Requirement=max⁡(0,Scaled Group SCR Requirement+Other Group SCR Adjustments)\textit{Aggregated Group SCR Requirement} = \max(0, \textit{Scaled Group SCR Requirement} + \textit{Other Group SCR Adjustments})
5Step 5

Reconciliation Gap vs Scope-Adjusted Requirement

Reconciliation Gap vs Scope-Adjusted Requirement=Aggregated Group SCR Requirement−Scope-Adjusted Group SCR Requirement\textit{Reconciliation Gap vs Scope-Adjusted Requirement} = \textit{Aggregated Group SCR Requirement} - \textit{Scope-Adjusted Group SCR Requirement}
6Step 6

Alignment Ratio vs Scope-Adjusted Requirement

Alignment Ratio vs Scope-Adjusted Requirement={0Scope-Adjusted Group SCR Requirement≤0100×Aggregated Group SCR RequirementScope-Adjusted Group SCR RequirementScope-Adjusted Group SCR Requirement>0\textit{Alignment Ratio vs Scope-Adjusted Requirement} = \begin{cases}0 & \textit{Scope-Adjusted Group SCR Requirement} \le 0 \\ 100 \times \frac{\textit{Aggregated Group SCR Requirement}}{\textit{Scope-Adjusted Group SCR Requirement}} & \textit{Scope-Adjusted Group SCR Requirement} > 0\end{cases}
7Step 7

Coverage Ratio Using Adjusted Group Own Funds

Coverage Ratio Using Adjusted Group Own Funds={0Aggregated Group SCR Requirement≤0100×Adjusted Group Eligible Own Funds SCRAggregated Group SCR RequirementAggregated Group SCR Requirement>0\textit{Coverage Ratio Using Adjusted Group Own Funds} = \begin{cases}0 & \textit{Aggregated Group SCR Requirement} \le 0 \\ 100 \times \frac{\textit{Adjusted Group Eligible Own Funds SCR}}{\textit{Aggregated Group SCR Requirement}} & \textit{Aggregated Group SCR Requirement} > 0\end{cases}
8Step 8

Buffer vs Aggregated Group SCR Requirement

Buffer vs Aggregated Group SCR Requirement=Adjusted Group Eligible Own Funds SCR−Aggregated Group SCR Requirement\textit{Buffer vs Aggregated Group SCR Requirement} = \textit{Adjusted Group Eligible Own Funds SCR} - \textit{Aggregated Group SCR Requirement}

Understand the Group SCR Contribution Aggregation

Overview

This calculator provides an atomistic group SCR contribution aggregation step.[1] It aggregates entity SCR contributions, applies intersection and method-scaling adjustments, reconciles against the scope-adjusted group requirement, and reports coverage using adjusted group eligible own funds.

Input Terms

  • Scope-Adjusted Group SCR Requirement: Downstream denominator from the group perimeter and method calculator.
  • Adjusted Group Eligible Own Funds for SCR: Input from the intra-group double-gearing calculator.
  • Entity SCR Contributions: Group SCR contribution amounts by entity.
  • Intersection Adjustment: Deduction for overlap and intersection effects.
  • Method Scaling and Other Adjustments: Final scaling and additive adjustment controls.

Technical Rationale

The calculator sums entity contributions, removes intersection effects, applies method scaling, and derives an aggregated group SCR requirement. It then calculates reconciliation gap and alignment ratio versus the scope-adjusted requirement, plus coverage ratio and buffer using adjusted group own funds.

Important Notes

  • Atomistic scope only: This calculator does not replace or rebuild full group-SCR consolidation.
  • Connected architecture: It is designed as a standalone contribution layer connected to perimeter, transferability, and double-gearing calculators.
  • Current-rule check: Because post-2015 Solvency II amendments include group-solvency changes, group contribution, method-scaling, and reconciliation assumptions must be verified against the current consolidated rulebook before professional use.

Sources

  1. Directive 2009/138/EC - Art. 230 (Method 1: accounting consolidation-based group solvency) - EIOPA

Default values are illustrative sample inputs for navigation, training, and QA. Replace them with controlled data before using the result in capital analysis, governance, or reporting decisions.