UPDATE: Ceiops task force OKs liquidity premium

Laurie Carver
25 Feb 2010

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As exclusively revealed by Life & Pension Risk last week, the task force has concluded that "most life insurance liabilities can be considered to be at least partially illiquid" and recommended an additional amount be added to the risk-free rate when computing the corresponding technical provisions.

This additional premium is to be "calculated and published by a central EU institution with the same frequency and according to the same procedures as the basic risk-free interest rate", according to

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