OCF Open Forum: How to Hedge the Risk Free Rate under Solvency II
10 September 2012
17:30 to 19:00
Registration: 17.30 - 18.00
Programme: 18.00 - 19.00
This is a presentation on motivations and methods for hedging Solvency II Technical Provisions against movements in the reference risk-free rate of interest. Particular attention is paid to liabilities of duration in the extrapolated part of the yield curve beyond the last liquid point.
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