An analysis of the Solvency II regulatory framework's Smith-Wilson model for the term structure of risk-free interest rates - ScienceDirect
Risk-free interest rate term structures
EIOPA publishes monthly technical information for Solvency II Relevant Risk Free Interest Rate Term Structures – end-February 2023
Solvency II Analysts' briefing
LIBOR transition – EIOPA risk-free rate curve … at last!
solvency2-data · PyPI
EIOPA on Relevant Risk Free Interest Rate Term Structures
Consultation_RFR_Technical_Documentation 1
Solvency II Pillar 1 update May 2012
Introduction
Insurers concerned by a possible revision of the Ultimate Forward Rate Solvabilité 2 Solvency 2
2020 Review: EIOPA's Recommendations Solvency II
Q&As about the publication of the Solvency II relevant risk
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
FinRiskAlert
A not so “ultimate” forward rate
Risk-free interest rate term structures
IFRS 17 - Future of Discount Rates Working Party Case study on the 'top-down' approach1
Introduction
IRSG report
Comparative analysis of interest rate term structures in the Solvency II environment | Emerald Insight
EIOPA publishes corrected updated representative portfolios to calculate volatility adjustments to the Solvency II risk-free interest rate term structures for 2023
Technical Specifications for the Solvency II ... - Eiopa - Europa
ANIA's views on EIOPA's Opinion on the 2020 Review
The Matching Adjustment versus the Volatility Adjustment - Zanders English
EIOPA info request points to Solvency II changes: AM Best - Reinsurance News
Solvency II 2020 Review Could Disrupt Insurers' Solvency Ratios | S&P Global Ratings
What does a term structure model imply about very long-term interest rates? - ScienceDirect
