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  • Photo du rédacteurHélène Dufour

Solvency II Mandatory Implementation and Analysts’ Forecast Properties

Analyzing EEA insurers from 2012 to 2021 using a difference-in-differences approach, this study reveals improvements in analysts' forecasts post-Solvency II implementation. Although no change in forecast bias is observed, there is a reduction in absolute earnings forecast errors and forecast dispersion, highlighting the positive impact of Solvency II disclosures on reporting accuracy. The findings contribute to insurance literature and inform regulatory authorities.


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