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The Solvency II Extrapolation could alter the dynamics of the long dated swap market.
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A different approach is needed to address LTG.
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The merits of partial implementation of Solvency II.
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Summary of underlying principles of market consistent valuations of assets and liabilities
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The historical path and implications for the future of Solvency II.
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Simˈpōzēəm The following White Paper was prepared by Christian Laux at the Center for Financial Studies for a “Workshop on Liquidity Premium in Solvency II: Conceptual and Measurement Issues,” at DNB Amsterdam in March 2011. Although the proposal to introduce a “liquidity premium” in Solvency II has been updated, the discussion of the concept of...
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View of the full academic panel at a workshop on Solvency II organized by the Dutch Central Bank with EIOPA and EU insurance regulators held in March 2011.
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A response to the symposium articles.
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Making the most of Solvency II.
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A macro-prudential perspective on LTG measures for Solvency II
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Actuarial perspective on Solvency II LTG measures.
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Why LTG measures are needed for Solvency II .
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Detailed look at preparing fund data for Solvency II reporting.
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TPA's perspective on look-through reporting
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In-depth discussion of the Pillar III look-through reporting requirements.
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