Explore new opportunities with Dutch mortgages under Solvency II

Dutch residential mortgages now qualify under the expanded Matching Adjustment (MA), providing insurers with enhanced capital efficiency and improved asset-liability management. Key points from our analysis include:

• Expansion of the MA to cover highly predictable cashflows.
• Dutch mortgages meet the criteria of the reformed MA framework.
• Benefits for insurers: improved ALM, capital efficiency, and risk-adjusted returns.

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