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Milliman IFRS 17 Webinar: 26 November 2020

ByAndrew Kay, Freek Zandbergen, and Cormac Gleeson
24 November 2020
  • Andrew Kay provides an update on recent IFRS 17 developments.
  • Freek Zandbergen presents on setting IFRS 17 discount rates, covering areas such as bottom-up versus top-down approach; risk-free rate and the extrapolation; illiquidity premium; and potential ALM issues.
  • Cormac Gleeson discusses the challenges faced by insurers in determining the confidence level of the Risk Adjustment under IFRS 17, and details the results of research conducted by Milliman to derive approximations for the percentile level using closed-form solutions.

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About the Author(s)

Freek Zandbergen

Cormac Gleeson

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