Matching Adjustment Calculation Event Materials

Description

Solvency II Matching Adjustment Calculation Event Materials

This includes:

1. The video of the MA calculation presentation, describing how to do the MA calculation in detail using a simple example spreadsheet
2. The slides used in the presentation
3. A small simple example spreadsheet is provided to show how the MA calculation works
4. A spreadsheet summary of the relevant regulations applying to the MA calculation in best estimate

For actuaries wanting to get more involved with the matching adjustment, this is the opportunity to get a detailed description of the mechanics involved. This includes cashflows derisking, PRA tests as well as hypothecation.

The presentation is provided by James Sharpe who has worked on a number of matching adjustment calculations with several firms.

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