Simulation

Reporting Exercise: Reporting exercise defines the “periodical” reporting cycle for the simulation of the risk figures for specific purposes on a specific valuation date.

MCEV / EC / SCR calculation: The MCEV/EC/SCR calculation integrates with a third party (internal or external) capital calculation system (e.g. Algo Risk Suite).

Allocation and Aggregation: Allocation and aggregation is performed through integration with the capital calculation system by providing aggregation rules and data on nodes in the entity structure.