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

  • Norwegian life firms stunned by mortality rate revision

    25 March 2013

    Share prices fall and ratings agency issues warning