UPDATE: Ceiops task force OKs liquidity premium

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

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

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 individual account here: