- Publication date
- 20 December 2019
The report supplements information provided in EIOPA's annual reports on long-term guarantee measures and is published in response to a request from the European Commission in the context of the 2020 Review of Solvency II.
The report provides information on:
- insurance liabilities;
- the asset management of insurers;
- long-term guarantee measures, including matching adjustment, volatility adjustment, actual yield and dynamic volatility adjustment; and
- the market valuation of insurance liabilities.
report on insurers' asset and liability management in relation to the illiquidity of their liabilities 2019