Archive

• The curious case of the Swedish curve

  10 March 2015

  Eiopa has cut of the convergence period for the Swedish risk-free rate curve to 10 years from 50, citing the particular characteristics of the bond market. The change will reduce interest rate sensitivity, but increase the risk that insurers under-reserve. Hugo Coelho reports

• Insurers weigh up hedges against regulatory curve

  25 November 2014

  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