OpenChainGraph Suite · ART-449 · Insurance, Actuarial & Prudential
Solvency II SCR Standard-Formula Module Aggregator
Aggregate the five Solvency II standard-formula risk-module capital charges (market, counterparty default, life, health, non-life underwriting) into Basic SCR via the Delegated Regulation (EU) 2015/35 Annex IV correlation matrix, then add the operational risk charge and subtract the loss-absorbing adjustment to reach total SCR. Feeds the SCR ratio calculator (art-180), which takes SCR as a given input. Not the US NAIC RBC action-level ladder. Zero network.
Solvency II Annex IVBasic SCRInsuranceZero PIIW3C VC §13.11
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Scope
Feeds art-180 (SCR ratio calculator), which takes total SCR as a given input. This node derives that SCR from the five standard-formula sub-module charges via the Annex IV correlation matrix: BSCR = sqrt(sum of squares + cross-correlation terms), then SCR = BSCR + operational risk charge - loss-absorbing adjustment (floored at zero). Distinct from the US NAIC RBC action-level ladder: different jurisdiction, different regime.