20150223 RFR BoS Technical_Documentation clean
Comparative analysis of interest rate term structures in the Solvency II environment | Emerald Insight
An analysis of the Solvency II regulatory framework's Smith-Wilson model for the term structure of risk-free interest rates - ScienceDirect
Solvency II Analysts' briefing
Libor takes a back seat as insurers await regulatory clarity - Risk.net
Risk-free interest rate term structures
FinRiskAlert
Introduction
Technical Specifications for the Solvency II ... - Eiopa - Europa
2020 Review: EIOPA's Recommendations Solvency II
Risks | Free Full-Text | Surrender Risk in the Context of the Quantitative Assessment of Participating Life Insurance Contracts under Solvency II
Q&As about the publication of the Solvency II relevant risk
Technical documentation of the methodology to derive EIOPA's risk-free interest rate term structures
Insurers concerned by a possible revision of the Ultimate Forward Rate Solvabilité 2 Solvency 2
IFRS 17 - Future of Discount Rates Working Party Case study on the 'top-down' approach1
Solvency II Volatility Adjustment benefit to be reduced for UK insurers - Blog | Barnett Waddingham
IRSG report
An analysis of the Solvency II regulatory framework's Smith-Wilson model for the term structure of risk-free interest rates - ScienceDirect
A not so “ultimate” forward rate
ANIA's views on EIOPA's Opinion on the 2020 Review
EIOPA info request points to Solvency II changes: AM Best - Reinsurance News
An analysis of the Solvency II regulatory framework's Smith-Wilson model for the term structure of risk-free interest rates - ScienceDirect
A vueltas con la economía (XLVII); Actual escenario de bajos tipos de interés
