‘Fixed is fixed’ – DNB stands firm on matching adjustment

Dutch regulator unmoved on mortgages and group pensions

De Nederlandsche Bank: sticking to the rules

The Dutch regulator, De Nederlandsche Bank (DNB), is sticking resolutely to a position on the Solvency II matching adjustment that is seen by many in the industry as an inflexible interpretation of the rules.

In an interview with Risk.net, a spokesperson for the regulator indicated it will maintain a tough line on two key areas: the eligibility of mortgage assets and the treatment of group pensions under the rules. 

“Assets have to meet the criteria set out in Solvency II, one of which is that

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: