Guidance
SS3/17 – Solvency II illiquid unrated assets
Printed on: 08/09/2024
Rulebook at: 14/07/2024
This SS has not yet been added to the PRA Rulebook. It is available on the Bank of England website, here.
https://www.bankofengland.co.uk/prudential-regulation/publication/2017/solvency-2-matching-adjustment-illiquid-unrated-assets-and-equity-release-mortgages-ss
Related links
| Technical Provisions | https://www.prarulebook.co.uk/pra-rules/technical-provisions |
| PS10 24 - Review of Solvency II: Reform of the Matching Adjustment | https://www.bankofengland.co.uk/prudential-regulation/publication/2024/june/review-of-solvency-ii-reform-of-the-matching-adjustment-policy-statement |