Matteo Fruzzetti
ISOA
Consultant
Milan, IT
Publications
Read their latest work
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?