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Group Perimeter and Method

Calculate the Scope-Adjusted Group Solvency Capital Requirement Requirement instantly.

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Scope Factor

100.00%

=

Included Entities

4

÷

Total Entities

4

Effective Method Factor

1.0000

=

Method 1 Weighted Factor

1.0000

+

Method 2 Weighted Factor

0.0000

Scope-Adjusted SCR Before Adjustments

€70 000 000

=

Base Group SCR

€70 000 000

×

Scope Factor

100.00%

×

Effective Method Factor

1.0000

Net Capital Adjustment

€0

=

Additional Capital Requirement

€0

−

Recognised Diversification Relief

€0

Scope-Adjusted Group SCR

€70 000 000

=

Scope-Adjusted SCR Before Adjustments + Net Capital Adjustment

€70 000 000

>

Zero Floor

€0

Perimeter Diagnostics

Perimeter Inclusion Ratio

100.00%

Method Mix Total

100.00%

Method Mix Valid

Yes

Scope Delta vs Base

€0

1Step 1

Measure the included group perimeter against the entity universe

Scope=IncludedEntitiesTotalEntitiesScope=\frac{IncludedEntities}{TotalEntities}
2Step 2

Blend Method 1 and Method 2 shares with their SCR scalars

MethodFactor=w1s1+w2s2MethodFactor=w_1s_1+w_2s_2
3Step 3

Apply scope, method mix, and net capital adjustments to the base group SCR

SCRgroup=max⁡(BaseSCR×Scope×MethodFactor+Additions−Relief,0)SCR_{group}=\max(BaseSCR\times Scope\times MethodFactor + Additions - Relief,0)

Understand the Group Perimeter and Method

Overview

This calculator provides an atomistic group perimeter and method step.[1] It converts perimeter inclusion and method-mix inputs into a scope-adjusted group SCR requirement for downstream group transferability, double-gearing, and contribution calculators.

Input Terms

  • Base Group SCR Requirement: Baseline group SCR before perimeter and method controls.
  • Perimeter Counts: Entity universe counts and included counts across regulated subsidiaries and other participations.
  • Method Shares and Scalars: Method 1 / Method 2 mix and corresponding SCR scaling assumptions.
  • Perimeter Adjustments: Additional capital requirement and recognised diversification relief.

Technical Rationale

The calculator computes inclusion and exclusion ratios from entity counts, validates method-mix completeness, derives an effective method factor, and applies scope and method factors to the base group SCR. It then applies net perimeter adjustments to produce the scope-adjusted group SCR requirement.

Important Notes

  • Atomistic scope only: This calculator does not perform transferability, double-gearing elimination, or full group consolidation.
  • Connected architecture: Its primary output is the group SCR requirement consumed downstream by group transferability and contribution aggregation calculators.

Sources

  1. Directive 2009/138/EC - Art. 220 (Methods for calculation of 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.