Insurers weigh up hedges against regulatory curve

Published in: Risk, Risk management, Capital, Capital management, Regulation, Solvency II, UK, Rest of Europe

Companies: Eiopa, Nomura, RBS, Länsförsäkringar Liv, Societe Generale, Goldman Sachs, Deutsche Bank

Early in November Eiopa unveiled the paper which determines the length and the method for extrapolation and sets the figures used to calculate the volatility adjustment. Finally insurers can roll out their hedging plans, as Hugo Coelho reports

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