Practical Guideline for Funding/Solvency Ratio Attribution
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Practical Guideline for Funding/Solvency Ratio Attribution
Maarten Niederer, CFA
In the article, we will first give a high-level overview of the suggested methodology, followed by its application to a specific illustrative case. We will explore how the methodology may be applied under different conditions, and conclude with a discussion on applicability. In the appendix, a more detailed description of the methodology is given.