Solvency II matching is no longer just a theoretical concept, but rather a common strategy used by UK insurers with material blocks of unit-linked business to help improve liquidity and balance sheet stability, and better manage market risks. This paper discusses lessons learned from implementations in the UK market and the practical challenges to implementation in other countries.
A closer look at Solvency II unit matching
ByEmma Hutchinson, Fred Vosvenieks, and Paul Fulcher
26 June 2020
A closer look at Solvency II unit matching