Only a few years ago, it seemed that everyone was talking about the same thing when it came to valuation of life insurance liabilities. The snapshot of a life company’s financial health, taken at any given point in time, should mirror as closely as possible the reality seen in the markets.
While the financial crisis that began in 2008 did not fundamentally alter the ideas that lie behind market-consistent valuations, it caused people to wonder whether the methodology for applying them might need
The week on Risk.net, October 6-12, 2017Receive this by email
- SGX, HKEX expect to be among first wave of Mifid II equivalence
- Leaked EU doc could shield legacy swaps from clearing grab
- Quantile, TriOptima face off in cleared swaps compression battle
- ABS set for revival under US Treasury’s liquidity buffer plans
- Quants stymied by lack of alternative risk premia flows data