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discounting rm

V

Viki2010

Member
The core reading states that a rfr is used.

Would the rate always be the same as used for BEL, as both components form technical provisions?

Swap rate with credit adjustments.

With va?
 
I came to a conclusion that RM would be discounted by RFR based on EIOPA term-dependent rates based on LIBOR swap rates adjusted by the credit risk - generic assumption for BEL.
I would assume that VA or MA would never apply to discounting RM because these adjustments are allocated per contract type whereas RM is divided by risk type.
I hope I am right?
 
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