The report serves as an input for the discussions to be held by the Commission with member states in order to determine the risk-free rate for Solvency II Level 2 implementing measures.
CEIOPS has submitted to the European Commission the Task Force Report on the Liquidity Premium containing technical considerations regarding the application of a liquidity premiumfor the valuation of insurance liabilities, principles for extrapolation and considerations on the choice of the reference risk-free rate.
A cover letter from CEIOPS accompanies the submission of the report of the Task Force to the Commission. It highlights additional observations on behalf of CEIOPS. Further information is available in the adjoining press release.
CEIOPS has submitted to the European Commission the report of the Task Force on the Liquidity Premium containing technical considerations regarding the application of a liquidity premium for the valuation of insurance liabilities, principles for extrapolation and considerations on the choice of the reference risk-free rate.
The report serves as an input for the discussions that will be held by the Commission with member states in order to determine the risk-free rate for Solvency II Level 2 implementing measures.
CEIOPS is very pleased with the cooperation achieved in the Task Force between supervisors, representatives of the industry and academia, which is an indication of the continuing willingness to address key issues in the Solvency II project in a transparent and efficient manner.
A cover letter from CEIOPS accompanies the submission of the report of the Task Force to the Commission. It highlights additional observations on behalf of CEIOPS.
© CEIOPS
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