Steven Haywood's questions to NN Group NV/ADR (NNGRY) leadership • Q2 2023
Question
Asked if there are other potential changes to the investment portfolio, beyond the recent duration shift, that could be made to de-risk and benefit the Solvency II ratio.
Answer
The company is comfortable with its current strategic asset allocation and sees no reason for further de-risking or significant changes. The action taken to reduce interest rate steepening risk was a specific risk management decision, not part of a broader de-risking strategy.