Internal Model SCR
Internal Model SCR is a dedicated quantitative review of syndicate models and outputs as a key input to the LIM.
Capital & Reserving
View all 'Capital & Reserving'2021
2021 LCR Specification (annotated version)
MDC LCR 2021 summary of changes
Fast Track Pilot for 2020 Capital Review Process
SCR 2021 YOA Guidance Cover Note
2020
2019
SCR Supplementary Questionnaire - Return
2018
SCR Supplementary Questionnaire – Return
2017
The 2010 ICA Minimum Standards & Guidance remains relevant to the production and presentation of the SCR in the LCR and the supporting methodology document.
SCR Supplementary Questionnaire - Return
SCR Supplementary Questionnaire and Analysis of Change - Notes
LCR Specification Changes Explained 2016 to 2017
2016
SCR Contract Boundaries Change - Return March 2016
SCR Contract Boundaries Change - Return 2015
SCR Contract Boundaries Change - Notes
SCR Supplementary Questionnaire - Return
SCR Supplementary Questionnaire and Analysis of Change - Notes
LCR Specification Changes Explained 2015 to 2016
2015
SCR Supplementary Questionnaire - Return
SCR Supplementary Questionnaire - Notes
LCR Specification - Changes Explained 2014 to 2015
2014
SCR Guidance - Numerical Examples
LCR Specification - Changes Detailed 2013 to 2014
LCR Specification - Changes Explained 2013 to 2014
2013
Process Update - SCR Re-assessment (February 2013)
2012
ICA Guidance
2020 LCR csv template (populates forms 309 - 314 only)
March SCR Reassessment Template
Focus Areas March 2021 Template
PRA GI Standardised Risk Information Template (August 2013)
SCR - example template of supplementary quantitative information (Updated June 2012)
