CIA.IFRS17-DR

Discussion List

• liquidity vs liquidity premium

  9 views 0 comments 0 points Started by kam September 9
• yield curve

  15 views 0 comments 0 points Started by kam September 8
• Discount Factor

  27 views 3 comments 0 points Most recent by Staff-T1 September 7
• Link to Excel Practice Problems not Working

  17 views 1 comment 0 points Most recent by Staff-T1 August 15
• unwinding - setting closing rates

  53 views 5 comments 0 points Most recent by Staff-T1 April 12
• under IFRS, what level of aggregation should be used for calculating FCFs

  79 views 9 comments 0 points Most recent by Staff-T1 April 7
• Issue year

  28 views 1 comment 0 points Most recent by Staff-T1 March 23
• Unwinding of discount

  228 views 8 comments 0 points Most recent by Staff-T1 March 20
• Excel appendix discounted CF

  45 views 1 comment 0 points Most recent by Staff-T1 February 22
• combined approach - what the parameters mean

  21 views 1 comment 0 points Most recent by Staff-T1 February 14
• Liquidity of LRC and LIC

  22 views 1 comment 0 points Most recent by Staff-T1 February 14
• Excel illustrations

  58 views 1 comment 0 points Most recent by Staff-T1 February 12
• Liquidity premium

  25 views 1 comment 0 points Most recent by Staff-T1 February 3
• different rates

  84 views 5 comments 0 points Most recent by Staff-T1 January 10
• Excel Exihibit

  250 views 7 comments 0 points Most recent by Staff-T1 January 10
• In IFRS 17, what is a reference curve

  34 views 1 comment 0 points Most recent by Staff-T1 October 2024
• Low inherent value increases liquidity

  163 views 13 comments 0 points Most recent by Staff-T1 August 2024
• IFRS sample question #13

  117 views 2 comments 0 points Most recent by Staff-T1 April 2024
• Unwinding methods

  78 views 1 comment 0 points Most recent by Staff-T1 October 2023
• Consideration for using net vs. gross and ceded data (DC-Re)

  77 views 6 comments 0 points Most recent by Staff-T1 October 2023
• Ins Finance Expense

  59 views 1 comment 0 points Most recent by Staff-T1 October 2023
• Simplified Example

  57 views 3 comments 0 points Most recent by Staff-T1 September 2023
• Reference Portfolio

  36 views 3 comments 0 points Most recent by Staff-T1 September 2023
• IFRS Sample question 6

  84 views 3 comments 0 points Most recent by Staff-T1 September 2023
• LRC

  28 views 1 comment 0 points Most recent by Staff-T1 September 2023
• Liquidity Premium v Illiquidity Premium

  50 views 1 comment 0 points Most recent by Staff-T1 May 2023
• Liquidity of Standard and Non-Standard P&C Contracts

  39 views 1 comment 0 points Most recent by Staff-T1 April 2023
• Excel Example for FCF calculation using issue year

  78 views 1 comment 0 points Most recent by Staff-T1 March 2023
• Reference Portfolio

  39 views 3 comments 0 points Most recent by ChristoRoyer February 2023
• Combined Approach - Is the Top-Down Discount rate adjusted for market and credit risk?

  66 views 5 comments 0 points Most recent by graham October 2022