top of page
Rechercher
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.


Posts récents

Voir tout

Comments


bottom of page