Solvency II yield curves
Comparative analysis of interest rate term structures in the Solvency II environment | Emerald Insight
Introduction
FinRiskAlert
Technical documentation of the methodology to derive EIOPA's risk-free interest rate term structures
Consultation_RFR_Technical_Documentation 1
The Matching Adjustment versus the Volatility Adjustment - Zanders English
Solvency II 2020 Review Could Disrupt Insurers' Solvency Ratios | S&P Global Ratings
Libor takes a back seat as insurers await regulatory clarity - Risk.net
Risk-free interest rates (yield curve) in major world currencies... | Download Scientific Diagram
Risks | Free Full-Text | Surrender Risk in the Context of the Quantitative Assessment of Participating Life Insurance Contracts under Solvency II
EIOPA publishes corrected updated representative portfolios to calculate volatility adjustments to the Solvency II risk-free interest rate term structures for 2023
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
Solvency II Analysts' briefing
An analysis of the Solvency II regulatory framework's Smith-Wilson model for the term structure of risk-free interest rates - ScienceDirect
IFRS 17 - Future of Discount Rates Working Party Case study on the 'top-down' approach1
Solvency II Pillar 1 update May 2012
Risk-free interest rate term structures
Introduction
Q&As about the publication of the Solvency II relevant risk
An analysis of the Solvency II regulatory framework's Smith-Wilson model for the term structure of risk-free interest rates - ScienceDirect
EIOPA publishes monthly technical information for Solvency II Relevant Risk Free Interest Rate Term Structures – end-February 2023
2020 Review: EIOPA's Recommendations Solvency II
