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NoCA event - The Matching Adjustment Calculation

Friday 10 January 2020 12:00

This presentation covers the detail for how the matching adjustment is calculated. A small simple example spreadsheet is provided and discussed in detail.

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.

Event materials shall be circulated in the days before the event. For more information please contact us.

Presenter: James Sharpe

12:00 pm - 13:00 pm

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