Tullett Prebon and Allianz to launch Solvency II data service
Benchmark OTC curves 'will help insurers calculate risk data for market risk models'
Interdealer broker Tullett Prebon is launching a service providing over-the-counter fixed income and credit market data to assist insurers to calibrate their market risk models for Solvency II.
The service has been developed with Allianz Group subsidiary IDS and provides benchmark curves tailored to the requirements of the insurance industry and Solvency II.
It covers 120 curve covering the major currencies and countries. The curves include swap yields, government spreads, Solvency II liquidity
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