The latest proposal for extrapolating the Solvency II risk-free yield curve could lead to significant ALM challenges for insurers, according to Goldman Sachs Asset Management. The curve extrapolation ...
European member states are gearing up for a heated debate over what methodology should be used for extrapolating the risk-free rate in Solvency II. The final compromise text of the Omnibus II ...
Insurance companies and pension funds have liabilities far into the future and typically well beyond the longest maturity bonds trading in fixed-income markets. Such long-lived liabilities still need ...
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