Solidarity premium arrangement (SPR)
Message 3 Pension projection: weighted hedged payments per cohort or per portfolio
The PUO projects the future payments and weights them with the hedging percentage: the total under the scheme, broken down per cohort (SPR route) or, since the final Release 2027, per investment portfolio (FPR route). The fiduciary or LDI manager sets up the protection portfolio on that basis.
Steps
- ProjectionPUO (actuarial)Determine per future payment date the expected amount (amount, expectedPensionPaymentDate): under the scheme as the total, and per cohort or per investment portfolio. 0001c
- WeightingPUOMultiply by the hedging percentage to hedgedExpectedPensionPaymentAmount: mandatory in the payments under the scheme, optional per cohort or portfolio; 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
- Exactly one breakdown per scheme: per cohort (SPR route) or per investment portfolio (FPR route); neither or both is not valid (manual section 6.3.1).
- The payments directly under the scheme are the totals. Per cohort 0 to 9999 payments; per scheme 0 to 99 portfolios with 0 to 9999 payments each.
- Empty cohorts: send 0 or omit; the standard knows no null (issue #100).
Source: Handleiding paragraaf 3.2.3, 3.2.5, 6.3.1 en 7.6 (chunking)