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Group SCR Contribution

Calculate the Group Solvency Capital Requirement Contribution Requirement instantly.

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Group SCR Contribution 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

Group SCR Contribution Requirement

Group SCR Contribution Requirement=max⁡(0,Scaled Group SCR Requirement+Other Group SCR Adjustments)\textit{Group SCR Contribution 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=Group SCR Contribution Requirement−Scope-Adjusted Group SCR Requirement\textit{Reconciliation Gap vs Scope-Adjusted Requirement} = \textit{Group SCR Contribution 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×Group SCR Contribution 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{Group SCR Contribution 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={0Group SCR Contribution Requirement≤0100×Adjusted Group Eligible Own Funds SCRGroup SCR Contribution RequirementGroup SCR Contribution Requirement>0\textit{Coverage Ratio Using Adjusted Group Own Funds} = \begin{cases}0 & \textit{Group SCR Contribution Requirement} \le 0 \\ 100 \times \frac{\textit{Adjusted Group Eligible Own Funds SCR}}{\textit{Group SCR Contribution Requirement}} & \textit{Group SCR Contribution Requirement} > 0\end{cases}
8Step 8

Buffer vs Group SCR Contribution Requirement

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

Understand the Group SCR Contribution

Overview

This calculator provides a dedicated group SCR contribution step.[1] It combines 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: Denominator after group perimeter and method controls.[2]
  • Adjusted Group Eligible Own Funds for SCR: Input from the intra-group double-gearing calculator.[3]
  • Entity SCR Contributions: Group SCR contribution amounts by entity.[2]
  • Intersection Adjustment: Deduction for overlap and intersection effects.[1]
  • Method Scaling and Other Adjustments: Final scaling and additive adjustment controls.[1]

Technical Rationale

Group SCR contribution is a reconciliation layer, not a replacement for the group consolidation method.[1] Entity contributions need to be compared with the scope-adjusted group requirement after intersection effects and method scaling, otherwise a group coverage view can look complete while entity-level attribution remains unexplained.

The alignment ratio and reconciliation gap are retained as governance signals. They show whether the contribution view is consistent with the perimeter and method controls used in the group SCR evidence.

Important Notes

  • Scope boundary: This calculator does not replace or rebuild full group-SCR consolidation.
  • Evidence boundary: The contribution layer reconciles entity attribution against perimeter, transferability, and double-gearing evidence.
  • 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
  2. Directive 2009/138/EC - Art. 101 (99.5% VaR / 1-in-200 calibration) - EIOPA
  3. Directive 2009/138/EC - Art. 88 (Basic own funds) - 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.