CROF QIS5 Press Release
QIS5: A checkpoint to steer Solvency II. Results will provide a tangible basis to assess potential outcomes of Solvency II. The CRO Forum welcomes and supports the efforts of the Commission and CEIOPS in moving [...]
CRO Forum_Extrapolation of Market Data
This best practice paper details considerations and best practices on how these principles can be applied to the extrapolation of interest rates, equity and interest rate implied volatility and in situation in which an option has been written on a security for which no liquidly traded options exist at all.