Solvency II under review: Revisiting the Volatility Adjustment - A sometimes overlooked risk mitigant
By Karl Murray and Eamonn Phelan
21 February 2019
In the second edition, we will look at another fundamental part of the specification of risk-free rates used in liability valuation, the Volatility Adjustment (VA).
About the Author(s)
Karl Murray
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Solvency II under review: Revisiting the Volatility Adjustment - A sometimes overlooked risk mitigant
In the second edition, we will look at another fundamental part of the specification of risk-free rates used in liability valuation, the Volatility Adjustment (VA).
Karl Murray, Eamonn Phelan