PANEL DISCUSSION: Optimizing the asset mix in a matching adjustment portfolio: structuring alternative assets and conventional assets to make them eligible for the matching adjustment
- The experience to date of the approval process
- What have our counterparts managed to get approved so far?
- What does the PRA focus on?
- How do we deal with more complex products under the MA?
- Securitization and structuring of alternative assets to comply with SII regulation and MA eligibility.
- Treatment of:
- Equity release mortgages
- Non-sterling bonds
- Other assets with prepayment risk
- Hedging strategies: What approaches to hedging have been successfully approved, or not?
Panellists:
Emily Penn, Head of ALM, LV=
Prasun Mathur, Deputy Head of Investment Risk and ALM Strategy, PHOENIX GROUP
Sumit Mehta, Portfolio Manager, LEGAL AND GENERAL
Moderator: Gareth Mee, Executive Director - EMEIA Insurance - Risk and Actuarial Services, EY