A Proposal for an Interest Rate Dampener for Solvency II to Manage Pro-Cyclical Effects and Improve Asset-Liability Management

Philippe Foulquier, Mohamed El Hedi Arouri, Alexandre Le Maistre: This study was jointly-conducted by the EDHEC Financial Analysis and Accounting Research Centre and EDHEC-Risk Institute, with the support of Russell Investments.

Author(s):

Philippe Foulquier, PhD

Professor of Finance and Accounting and Director of EDHEC Financial Analysis and Accounting Research Centre.

Mohamed El Hedi Arouri

Professor of finance at the Université d’Auvergne CRCGM, director of the Doctoral School Economics, Law and Management and a Researcher EDHEC Business School.

Alexandre Le Maistre

Risk Modeler at MACSF and PHD student at ISFA.

Type: EDHEC Publication
Date: le 17/06/2014
Research Cluster : Financial Analysis and Accounting

See Also

Data modelling: testing is rule number one
News
- 07-08-2020
That is quite funny because two years ago, I had barely touched Excel and I had no idea...
EDHEC professors further fuelled my interest for Finance
News
- 06-08-2020
WHAT IS YOUR EDUCATIONAL BACKGROUND PRIOR TO EDHEC? I did my undergraduate degree in...
Crisis & Company Strategies: impact on business strategies before, during and after a crisis.
News
- 05-08-2020
How to master your strategy in a crisis? How to anticipate the future so we can start...
Data modelling: testing is rule number one
News
- 03-08-2020
That is quite funny because two years ago, I had barely touched Excel and I had no idea...