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Case Study: Efficiency and control through Milliman Mind
This briefing note provides a short case study on migrating an Excel/VBA model to Milliman Mind.
EIOPA, as part of its Solvency II review, proposed updates to the approach used to derive yield curves. This update attempts to balance several competing concerns, including liquidity considerations, market consistency, and counter-cyclicality. This paper addresses how hedgers can manage Solvency Capital Requirements, given the details of the proposed changes communicated by EIOPA in its consultation document.
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This briefing note provides a short case study on migrating an Excel/VBA model to Milliman Mind.