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Milliman Breakfast Briefing: 22 January 2020
This briefing discusses an overview of the Solvency II 2020 review, the latest risk management developments and an overview of 2018 SFCR information for the Irish insurance industry.
Solvency II under review: Extrapolation of the risk-free rate curve
25 March 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.
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Solvency II under review: Extrapolation of the risk-free rate curve
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).
Bridget MacDonnell, Karl Murray, Eamonn Phelan