Solvency II – one year and ultimate year
risk horizons for long-tail liabilities
- Economic Balance Sheet
- Solvency II Capital Requirement (SCR)
- Technical Provisions
- Market Value Margins (MVM)
- IFRS 17
- Fungibility and Ring Fencing
- Consistency of metrics on updating
- One year ahead metrics
- Variation in Mean Ultimate
You can download this brochure here.