Libor takes a back seat as insurers await regulatory clarity - Risk.net
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
Introduction
An analysis of the Solvency II regulatory framework's Smith-Wilson model for the term structure of risk-free interest rates - ScienceDirect
Solvency II Volatility Adjustment benefit to be reduced for UK insurers - Blog | Barnett Waddingham
IFRS 17 - Future of Discount Rates Working Party Case study on the 'top-down' approach1
A not so “ultimate” forward rate
Solvency II yield curves
Solvency II Analysts' briefing
20150223 RFR BoS Technical_Documentation clean
What does a term structure model imply about very long-term interest rates? - ScienceDirect
Consultation_RFR_Technical_Documentation 1
Solvency II Pillar 1 update May 2012
Risk-free interest rate term structures
Introduction
EIOPA PUBLISHES THE FIRST REPORT ON LONG-TERM GUARANTEES MEASURES AND MEASURES ON EQUITY RISK
LIBOR transition – EIOPA risk-free rate curve … at last!
solvency2-data · PyPI
An analysis of the Solvency II regulatory framework's Smith-Wilson model for the term structure of risk-free interest rates - ScienceDirect
Insurers concerned by a possible revision of the Ultimate Forward Rate Solvabilité 2 Solvency 2
Technical Specifications for the Solvency II ... - Eiopa - Europa
Solvency II 2020 Review Could Disrupt Insurers' Solvency Ratios | S&P Global Ratings
