PRA publishes SS7/18 on Solvency II matching adjustment including internal credit assessments
1 July 2018·1 min read
The PRA today published Supervisory Statement SS7/18 on Solvency II: Matching adjustment, setting out detailed expectations for how firms must demonstrate eligibility, calculate the matching adjustment (MA) and run MA portfolios. And placing explicit requirements on firms that use internal credit assessments to support MA eligibility. The statement…
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