Solvency II under review: Extrapolation of the risk-free rate curve

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By Karl Murray, Eamonn Phelan, Bridget MacDonnell | 21 February 2019
In the opening edition, we firstly revisit the rules in specifying the risk-free rate term structure, which forms a fundamental part of the calculation of Technical Provisions (TPs). We look in detail at changes to the Ultimate Forward Rate (UFR) in particular.