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Principles and models for the Embedded Value …
Trieste March 2012 Principles and models for the Embedded Value calculation (second wave) Solvency 2: Principles and model for Risk evaluation AGENDA 1. Risk free definition 2. The MCEV calculation: a simple and practical example 3. Solvency2 overview 4. S2 Standard Formula and alternative approaches AGENDA 1. Risk free definition 2. The MCEV calculation: a simple and practical example 3. Solvency2 overview 4. S2 Standard Formula and alternative approaches Risk Free interest rate term structure Level 2 Draft Implementing Measures The rates of the relevant risk-free interest rate term structure to calculate the best estimate with respect to insurance or reinsurance obligations, as referred to in Article 77(2) of Directive 2009/138/EC, shall be calculated as the sum of: the rates of a basic risk-free interest ra
Trieste – March 2012 Principles and models for the Embedded Value calculation (second wave) Solvency 2: Principles and model for Risk evaluation
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