EAA Web Session: SCR Interest under Solvency II
Announcement from the EAA organiser:
This web 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 in a low interest environment. We will then describe the new relative shifted approach and preliminary impact assessments, and also address the question on the SCR interest up in an inflationary environment and possible solutions.
Click here to make a reservation. Your early-bird registration fee is € 120.00 (net) / € 142.80 (incl. VAT, if applicable) for bookings by 30 October 2024. After this date, the fee will be € 170.00 (net) / € 202.30 (incl. VAT, if applicable).
Click here. (Note: timing via that link is in CEST [Central European Summer Time].)
Daphné de Leval has about 20 years of professional experience. She is mainly specialized in life insurance actuarial techniques, pension funds and risk management. She has worked on diverse functions: Solvency II implementation, risk management, financial and prudential audit, IFRS 17 implementation, Sustainability Projects and M&A. She is an active Actuary at European level within the Actuarial Association of Europe (AAE) (Vice-Chair Insurance Committee, Solvency II, and Sustainability).