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Market Value Margin

Type: PDF
The Swiss Experience with Market Consistent Technical Provisions - the Cost of Capital Approach
Description of the market value margin and cost of capital approach.
Document in English.
Most recent changes 04.04.2006 | Size: 308 kb | Type: PDF

Type: ZIP
SST: A Primer for Calculating the SST Cost of Capital Risk Margin
How to determine the market value margin of an insurance portfolio using the cost of capital approach. Document in english.
Most recent changes 03.05.2006 | Size: 255 kb | Type: ZIP


Specialist staff: rene.schnieper@bpv.admin.ch
Last updated on: 03.05.2006

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