This session aims at explaining the evolution of the interest rate capital requirement under the current formula versus the new formula following the SII review, how the deficiencies have been addressed and the remaining issues in an inflationary environment. The purpose is to explain how the current SCR interest has been calibrated based on Principal Component Analysis and the need for changes…
Anmeldeschluss: 2024-12-09
Link: https://actuarial-academy.com/seminars/seminar?No=E0477