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Need the full standard formula? This tool uses simplified regime approximations for side-by-side comparison. For the full Solvency II Standard Formula SCR (Annex II/IV factors, correlation matrices, counterparty default Type 1), use T447 · Solvency II SCR Calculator. For the full NAIC RBC build (R0–R5 by line, covariance), use T457 · NAIC RBC Calculator.

A: Balance Sheet Aggregates

Total Assets ($M) Market value of all assets

Technical Provisions / Loss Reserves ($M) Best estimate / gross statutory reserves

Other Liabilities ($M) Non-technical liabilities

Equity / Surplus ($M): calculated = Assets − Technical Provisions − Other Liabilities

B: Business Profile

Premium & Reserves

Net Written Premium ($M) NWP, preceding 12 months

Net Earned Premium ($M)

Net Loss Reserves ($M) Net of reinsurance

Gross Loss Reserves ($M) Before reinsurance

Net Incurred Claims: 3yr avg ($M) For IRDAI RSM (36-month average)

Operational Expense Base ($M) Annual operating expenses

Investment Portfolio

Bonds ($M)

Equities ($M)

Property ($M)

Reinsurance Recoverables ($M)

C: Risk Profile

Premium Risk Loading

Reserve Risk Loading

CAT Risk Exposure

Market Risk Profile

1: Regime Comparison Table

2: Capital Stack Chart

Bar = available capital per regime. White line = required capital (minimum). Bar past the line is the excess buffer; bar short of the line is a shortfall.

3: Buffer Analysis

4: Sensitivity Toggle

Re-run each regime's solvency ratio under a stressed scenario. Resilient ratios stay above the regime minimum.

5: Plain-English Summary

6: Caveats & Simplifications

About This Tool

Disclaimer Simplified approximation: indicative only. Each of the four regimes is implemented as a reduced-form calculation for cross-regime comparison, not as a regulatory return. Actual filings require full actuarial and finance-system implementation, undertaking-specific parameters, and supervisory review. Not a substitute for actuarial sign-off.

EU Solvency II: SCR Standard Formula Simplified market + underwriting + default modules with BSCR √-aggregation and an operational add-on. CDR (EU) 2015/35

NAIC RBC (US, P&C) R0–R5 charges with the NAIC covariance adjustment; ratio vs. Authorized Control Level RBC. NAIC RBC Manual 2024

Bermuda BSCR (Class E) Market + insurance + credit risk charges aggregated to an Enhanced Capital Requirement (ECR). BMA Class E Rules 2024

IRDAI Solvency Margin (India) Required Solvency Margin = max(50% NWP, prescribed % of net incurred claims); minimum 150%. IRDAI ALSM Regs 2016

Cross-link: full engines For full standard-formula builds see T447 (Solvency II) and T457 (NAIC RBC). T447 · T457

Simplified Factor Reference

SOLVENCY II MARKET STRESS

Bonds6%

Equities39%

Property25%

NAIC RBC EQUITY/CREDIT

Equity charge15%

Reinsurance credit5%

REGIME MINIMUM RATIOS

Solvency II SCR100%

NAIC RBC (ACL)200%

Bermuda ECR100%

IRDAI150%

Solvency Regime Capital Comparator