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Matteo Fruzzetti

ISOA
Consultant
Milan, IT
Publications

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Article

IFRS 17 hedging: A case study on an Italian segregated fund

03 June 2025 - by Aldo Balestreri, Grzegorz Darkiewicz, Matteo Fruzzetti, Ken Qian
As many life insurance companies are struggling with volatility due to IFRS 17, we show how to mitigate the problem for products under the variable fee approach.
Article

Effectiveness of capital light traditional products, and how they might evolve with the arrival of IFRS 17

16 January 2024 - by Alessandro Clapis, Matteo Fruzzetti, Abraham Mapelli
How did Solvency II affect European life insurers--and will IFRS 17 cause similar changes?
Article

ソルベンシーIIでの資本要件の低い伝統的商品の有効性と、IFRS第17号の登場により、それらはどのように進展するのか

16 January 2024 - by Alessandro Clapis, Matteo Fruzzetti, Abraham Mapelli
ソルベンシーⅡは欧州の生命保険会社にどのような影響を与えたのか、そしてIFRS 第17号は同様の変化を引き起こすのでしょうか？