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DP2/22 – Potential Reforms to Risk Margin and Matching Adjustment

WebSep 2014 - Present8 years 8 months. London, United Kingdom. As part of my role, I have led the team responsible for the Group Solvency II internal model credit risk calibration, and this has required extensive interaction with the PRA and ACPR. During this process, the internal model also underwent a substantial independent external validation ... WebInsights ›. Solvency II reforms. UK regulators have begun stepping up efforts to reform the insurance market. In April, HM Treasury (HMT) released its consultation on the review of … tisch nordby

Hunt overrules Bank of England to push ahead with plans for Big Bang 2

WebPolynya Consulting Actuaries Limited. Independent actuarial consultant, with very strong risk modelling skills developed through building Solvency II internal models and reviewing them at the PRA. Particular expertise in credit risk (especially equity release mortgages), Matching Adjustment, proxy modelling and operational risk modelling. WebThis extends not fairly to ownership of rulemaking powers by which UK likely than the EU, but also the desire for HM Treasury to have greater control beyond post-Brexit rulemaking by … WebAug 30, 2016 · After the submission of matching adjustment (MA) repackaging structures to the UK regulator last year, firms descended into a debate of the 'he-got-more-than-me' … tisch nyu.edu