The IASB Exposure Draft (ED) and the FASB Discussion Paper (DP) propose that discount rates for insurance liabilities should be consistent with observable markets and reflect the characteristics of insurance liability cash flows.
This webcast explores the fundamental components of discount rates: the risk-free rate, illiquidity premium and credit spread. A small change in any of these components can often have a significant impact on insurers’ profit or loss and capital position.
Please join our panel as they:
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Originally broadcast on:
Thursday, October 20, 201110:00 pm Eastern time
n/a your local time)
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