The LDI manager manages the mandate that hedges the interest-rate risk of the expected payments. Its only standardised input is the pension projection (message 3) with the weighted hedged amounts; at T-4 in FPR model 2 and monthly in the SPR. Its output runs through the fiduciary.
Check that the sum of the hedged amounts per period matches the hedging policy.
Process chunked projections only when the series is complete.
Deadlines
Message 3 at T-4 in FPR model 2.
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
