CEIOPS out with second set of QIS3 documents

The Committee of European Insurance and Occupational Pensions Supervisors (CEIOPS) has issued the second set of documents of its QIS3 package. Next to the spreadsheets and their instructions, a QIS3 guidance document is included, which facilitates the handling of the various documents. There is also a calibration paper, explaining the rationale behind the calibration of specific risk modules, and a document with the term structures for discounting purposes. Qualitative questionnaires for solo

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Counting down to dollar Libor transition

In a Risk.net webinar, experts discussed the impact of market volatility on Libor transition, the availability of term SOFR, developments in non-linear markets and management of forthcoming CCP conversions

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