Tag: Illiquidity Premium
The illiquidity premium was introduced in QIS 5 to discount liabilities of long-term guarantees under Solvency II. Has since been replaced by the Matching Adjustment.
An actuarial view of market consistency
December 16, 2012
On the role of the liquidity premium in the regulation of insurers
October 10, 2012
A prudential regulatory issue at the heart of Solvency II
October 10, 2012
Challenges to discounting liabilities for Solvency II
June 25, 2012
Solvency II News: Omnibus II update, ESRB warning
June 8, 2012
Risk-free or not? Solvency II grapples with sovereign debt, part two
December 6, 2011
Solvency II News: Implementation timeline, IMF report
August 14, 2011
The FSA Solvency II conference – meeting the deadline
April 28, 2011
Solvency II news: 31 March 2011
March 31, 2011