The Volatility Adjustment (VA) is the most widely used Long-Term Guarantee measure under Solvency II. In this training pack, we examine the VA in detail building upward from a basic understanding of spread risk to the calculation of the VA itself, its impact on insurers’ balance sheets and current issues with the design of the VA.
Volatility Adjustment training pack from novices to experts
ByMatthew McIlvanna
30 November 2021
Volatility Adjustment training pack from novices to experts