This is an evolving area and the working party would value feedback and insights from IFoA members. Please forward this to professional.communities@actuaries.org.uk.
Objectives
The working party will provide guidance on emerging best practice in relation to the following aspects of Private Credit Investment:
- Demonstrating compliance with the Prudent Person Principle
- Risk Assessment
- Fair valuation methodology (and valuation uncertainty)
- Credit Assessment
- Capital calculations including Internal Model Technology
- Matching Adjustment Considerations.
Outputs
- Documented output for IFoA members
- Conference presentations
- A roundtable (or larger event) for IFoA members and the PRA, focused on Private Credit Investment.
- A paper hosted on the IFoA website
- Private Credit for Insurers - observations on Industry Practice
Chair
- Iain Forrester
- Membership: 14
- Established: 2017
Related documents
-
Guidance for Member-Led Research Working Parties
9 November 2017
Contact Details
If you want more information about this research working party please contact the Communities Team.
Events calendar
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