Comments on: Liquidity premium and illiquidity premium in the insurance context

By: LTG Symposium: Introduction -

LTG Symposium: Introduction - — Tue, 11 Sep 2012 04:50:12 +0000

[...] liability. It is the further discounting to the risk-free rate (what in the past was called the ‘illiquidity premium’) which is the cause for much of the contention in the Solvency II LTG [...]

By: Solvency II counter-cyclical measures and no risk-free rate | Solvency II Wire

Tue, 06 Dec 2011 09:03:26 +0000

[...] illiquidity premium used in QIS5 and will also include exposure to sovereign debt – something the illiquidity premium did [...]

By: Solvency II news: 31 March 2011 « Solvency II Wire

Solvency II news: 31 March 2011 « Solvency II Wire — Sat, 14 May 2011 08:01:14 +0000

[...] illiquidity premiums to discount liabilities under Solvency II is unsound and could produce market distortion. VoxEU.org [...]

By: The FSA Solvency II conference – meeting the deadline « Solvency II Wire

The FSA Solvency II conference – meeting the deadline « Solvency II Wire — Sat, 14 May 2011 06:59:52 +0000

[...] EU is also still trying to work out how to evaluate illiquidity premiums in the technical provisions of the regulation. This is an area which has been given “high [...]