Standard Formula SCR calculation and validation

Independent calculation, recalculation or validation of your Standard Formula SCR under Solvency UK or Solvency II, with a clear audit trail from inputs to result.

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Risk modules we cover

We work through every module relevant to a non‑life reinsurer and reconcile our result to yours.

Non‑life underwriting risk

Premium and reserve risk, lapse risk and catastrophe risk, including volume measures by line of business and diversification.

Market risk

Interest rate, spread, currency, equity, property and concentration risk on the investment portfolio, including fixed income holdings.

Counterparty default risk

Type 1 and Type 2 exposures, including retrocession recoverables, cash at bank and the effect of risk mitigation.

Operational risk and adjustments

The operational risk charge and, where relevant, the loss‑absorbing capacity of deferred taxes.

Aggregation

Correlation of modules into the Basic SCR and final SCR, with a line‑by‑line reconciliation to your own figures.

Documentation

A reproducible calculation and notes your auditors can follow, so the result does not depend on one person.

Ways we can help

Choose the level of involvement that suits your team.

Full calculation

We calculate the SCR from your data and asset information and deliver the result with supporting workings.

Independent validation

We recalculate independently and explain every material difference from your own result.

What‑if analysis

We show how changes to your reinsurance programme, retrocession or investment strategy would move the SCR.

Questions about SCR work

Can you use our existing templates and models?

Yes. We can work within your existing spreadsheets or models, or provide an independent calculation to compare against them.

Do you work with UK branches of overseas reinsurers?

Yes. We have long experience supporting UK branch capital calculations alongside group reporting.

Can you help explain the SCR to our board?

Yes. Every engagement can include a short board‑level summary of the main drivers and sensitivities.

Contact

Tell us about your requirement

Share a few details and we will come back to you, usually within two working days, to arrange a short introductory call.

All enquiries are handled by Gleneagle Capital Limited.

Specialism: Non‑life reinsurance · Solvency II & Solvency UK
Delivery: Online — UK and international