The secretariat of Insurance Europe is preparing a technical paper on LTG measures, focusing on extrapolation, risk margin, and volatility adjustment. The secretariat has prepared the first draft of the content for the specific LTG measures.
Note that the secretariat plans in the next phase to merge these topics, and include an introduction in the next version of the paper. Additionally, the secretariat will include further analysis and updated graphics in the next version.
Draft LTG paper – Volatility adjustment.docx