Fund Data Converter
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OFST500020 – SCR Market Interest Rate Up
This field relates to the European Solvency II insurance regulation.
Solvency Capital Requirement for the risk of an increase in the term structure of interest rates. The details of the calculation set out in Subsection 2 of Section 5 of the Delegated Regulation 2015/35. The value should be given as a percentage amount of the total net assets of the share class. To obtain this figure, the values of the TPT's column “97_SCR_Mrkt_IR_up weight over NAV” have to be summed up.
//The correspondent Tripartite field is 97_SCR_Mrkt_IR_up weight over NAV//
| Property | Value |
|---|---|
| OF-ID | OFST500020 |
| Name | SCR Market Interest Rate Up |
| Area | Static data |
| Level | Share Class |
| Format | Decimal number |
| Tags | TPT |
| Introduced in | openfunds 1.2 |
Values
Decimal figure, rounded to maximal 7 digits after the decimal point.
Example
0.01 (instead of 1%)
FundsXML 4 mapping
FundsXML 4.2.11 has no element for this field. The converter keeps the value as CustomAttributes/Attribute named OF_OFST500020 on the share class (or position), so FundsXML → openfunds restores it unchanged.
The field mapping table lists every field; openfunds to FundsXML explains the rules behind it.
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