Centro de Documentacion de Fundación MAPFRE - The Matching Adjustment : theory and practice

Publication: Brussels : Insurance Europe, 2013Notes: Sumario: Overview -- General approach for calculating the matching adjustment: the matching adjustment (MA) is a mechanism that prevents changes in the value of assets, caused by spread movements, from flowing through to companies balance sheets for portfolios where companies have fully or partially mitigated the impact of these movements --The matching adjustment under the Long-term Guarantee Assessment (LTGA) -- Q&A
Materia / lugar / evento: Solvencia II Mercado de valores Control de seguros Supervisión de seguros Medidas Riesgo financiero Empresas de seguros Unión Europea Otros autores: Insurance Europe
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