Amending the Solvency II VA to promote good risk management

Published in: Risk, Capital, Corporate strategy, Solvency II

Companies: Eiopa, Richard Plat Consultancy

Use of Solvency II's volatility adjustment (VA) causes hard-to-explain movements in own funds and perverse incentives for hedging and risk management. In this paper, Richard Plat proposes an alternative approach to solve these issues

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