Barrie & Hibbert Publishes Third Liquidity Premium Research Report
8th January 2010 - Barrie & Hibbert have released a new research report on the use of a liquidity premium for measuring insurance liabilities.
The aim of this note is to add to the discussion of how an objective, quantitative measure for the liquidity of specific classes of insurance liabilities might be developed, by tentatively putting forward a framework for assessing the predictability of insurance cash flows.
To read the research report, click the download link below:
A Measure of the Liquidity of Insurance Liabilities
For more information about Solvency II, visit our dedicated Preparing for Solvency II page.