Panel discussion: optimizing the matching adjustment portfolio
- MA eligibility issues: what success have firms had to date in meeting PRA tests for regulatory approval and in introducing other alternative asset classes?
- How are 3rd party managers coping with MA friendly mandates?
- Hedging the MA book
- Structuring the liquidity behind the MA portfolio
- How does the UK experience compare with that of their European counterparts?
- View from the regulator: any trends in the way firms are approaching their MA portfolios and interpreting the regulations?
Panellists:
Patrick van Beek, Head of ALM, AVIVA
John Hampton, Fund Manager, Fixed Income, COLUMBIA THREADNEEDLE INVESTMENTS
Daniel Blamont, Head of Investment Strategy, PHOENIX GROUP
Moderator: Callum Tanner, InsuranceERM