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A study on the impact of Solvency II on debt markets.

This study reviews the calculation of the Solvency Capital Requirement (SCR) and the impact of Solvency II on debt markets.
 

Contents

  1. Overview of the standard formula
  2. SCR for debt instruments
  3. Profitability under Solvency Capital Requirement
  4. Conclusion

Solvency II Capital Requirements and Investment Instruments - September 2019

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