New Swedish discount curve rejects Solvency II methodology

technology

The Swedish financial regulator will introduce a temporary risk-free discount curve for insurers using an extrapolation methodology that contradicts Solvency II proposals, amid concerns that the latter is unworkable.

Finansinspektionen (FI) announced at the end of September a second consultation on its proposed changes to the extrapolation of the discount curve for valuing long-term liabilities. The new methodology is intended to ease the capital burden on Swedish insurers up until the implement

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: