Matching adjustment

The matching adjustment is a mechanism prescribed in the Solvency II Directive that allows insurance firms 'to adjust the relevant risk-free interest rate term structure for the calculation of a best estimate of a portfolio of eligible insurance obligations'.[1]

Notes
  1. Bank of England ‘Solvency II: Matching adjustment July 2018’ https://www.bankofengland.co.uk/-/media/boe/files/prudential-regulation/supervisory-statement/2018/ss718.pdf



gollark: I forgot that Python would stringify integers if you `print`ed them.
gollark: Oh, right, it doesn't have to be a string, silly me.
gollark: Maybe I could make a HQ9+ extension for this useful task.
gollark: Hmm, I would use HQ9+ but `9` doesn't print only ones.
gollark: And for most not-very-eso languages it'll look pretty much like that.
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