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Briefing note

Consequences of Solvency II extrapolation methods in the higher interest rate environment

Evaluation of the implications of a change in extrapolation method at higher interest rate levels

By Floris Brull, Joost Broens, Sijbo Holtman, and Tarik Aouragh
24 April 2024

About the Author(s)

Floris Brull

Amsterdam Tel: 31207601801

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Joost Broens

Amsterdam Tel: 31659820088

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Sijbo Holtman

Amsterdam Tel: 31 6 23 02 15 06

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Tarik Aouragh

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