Unfreezing the UFR

Published in: Risk, Risk management, Longevity - mortality, Capital, Capital Models, Regulation, Solvency II, Areas, UK, Rest of Europe, US - Canada - Bermuda, ROW

Companies: Eiopa, European Systemic Risk Board, Nomura, Fitch, Moody's

The revised methodology for calculating the ultimate forward rate may not be a catastrophe for all insurers with long-term liabilities, but it will put an unwelcome spotlight on solvency and accelerate the redesign of products. Hugo Coelho reports

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