Message 3 Pension projection: weighted hedged payments per cohort
The PUO projects the future payments per cohort and weights them with the hedging percentage. The fiduciary or LDI manager sets up the protection portfolio on that basis.
Steps
ProjectionPUO (actuarial)Determine per cohort and per future payment date the expected amount (amount, expectedPensionPaymentDate).0001c
WeightingPUOMultiply by the cohort's hedging percentage to hedgedExpectedPensionPaymentAmount; the sum per period is the hedging cashflow.0001c
SendingPUO → FM, BA, LDILarge message: split according to the chunking protocol (SIVI publishes chunk samples for this message).0001c
Rules and consistency checks
0 to 9999 payments per cohort.
Empty cohorts explicitly 0 or omitted.
Source: Handleiding paragraaf 3.2.3 en 7.6 (chunking)
Attribution. Source: SIVI – VB-PUO Standard. Schemas, attribute descriptions and code lists are taken unchanged from the VB-PUO Standard (owned by the Pensioenfederatie, managed by SIVI) and shown with their release and version. Explanations, examples, error descriptions and translations are by WTP Data Lab and are not part of the standard. GitHub Stichting-SIVI/VBPUOdsk · Manual · sivi.org
