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G06: Impact of Solvency II on investment strategy and the financial markets

Author:
Neil Chapman; Simon Richards
Source:
Life Conference and Exhibition, 20 - 22 November 2011
Publication date:
20 November 2011
File:
PDF 320.73 KB
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Document description

Solvency II removes the asset admissibility and yield constraints imposed under Solvency I and changes how liabilities and capital are calculated, which will change the relative attractiveness of different assets and also potentially their prices. This session considers the impact of Solvency II on:

  • investment strategy
  • ALM including asset allocation and hedging
  • liquidity management
  • financial market price