Tracking bonds for Solvency II’s Matching Adjustment

How are you tracking bonds that are eligible for Solvency II’s Matching Adjustment (MA)?

With the January 2016 deadline looming, insurance companies and the asset managers that service them need to be able to identify eligible assets in their portfolio.

But there’s no single list, rather a set of criteria to be followed, resulting in a data management challenge to assess a bond’s eligibility.

This short briefing paper, sponsored by FactEntry, looks at:

• What the Solvency II Matching Adjustment is for
• The key characteristics of bond eligibility
• Ways to address the data challenge behind identifying eligible bonds
• A three-step process for analysing your portfolio
• The importance of an ongoing process for assessing eligibility as your portfolio changes or new bonds are issued