PINS S2.5 Risk management policy — asset-liability management risk

An insurer's risk management policy for investment risk should include details about how:

(a) the insurer's investment and liability strategies allow interaction between assets and liabilities;
(b) the correlations between assets and liabilities are taken into account;
(c) cash outflows to policyholders and other creditors will be met by cash inflows; and
(d) the valuations of assets and liabilities will change under an appropriate range of scenarios.
Inserted by QFCRA RM/2013-1 (as from 1st January 2015).