eiopa

read, write, compare, convert XBRL reports

Implementation of the Smith-Wilson yield curve fitting algorithm in Python for interpolations and extrapolations of zero-coupon bond rates

All Jupyter Notebooks implemented by Open Source Modelling in one place.

Python script for calculating the (type I) equity risk solvency capital charge ("SCR") under Solvency II

Skills used by actuaries and risk managers in their daily work.

Solvency and Financial Condition Report (SFCR) tables for 22 Italian Life insurers; S.02.01.02, S.23.01.01, and S.25.01.21.

AREPORT XBRL

Implementazione dell'algoritmo Smith & Wilson per l'interpolazione e/o l'estrapolazione dei tassi di interesse mancanti in Python.

Validation checks for EIOPA technical submissions written and documented in Jupyter notebooks.

Example of recalculation of the EIOPA RFR curve.

Jupyter notebook example that is able to return any maturity and any historical point from the past 134 months.

All historical curves for all countries shared by EIOPA.

Skill that retrieves any historic EIOPA yield curve for any maturity.

Binaries T4U with Unified DPM Database for Solvency II and Pension Funds Reporting