PRA publishes SS3/17 on illiquid unrated assets matching adjustment
14 July 2017·1 min read
The Prudential Regulation Authority today published Supervisory Statement SS3/17 on Solvency II matching adjustment treatment of illiquid unrated assets and equity release mortgages, setting out detailed expectations for life insurers using these assets in annuity portfolios. ### Key changes include: • Internal ratings for unrated assets: SS3/17 requires…
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