capital
2018 – IAIS – Risk-based Global Insurance Capital Standard Version 2.0
2018 – IAIS – Risk-based Global Insurance Capital Standard Version 2.0 2018 – IAIS – Risk-based Global Insurance Capital Standard Version 2.0 2018 0731 – IAIS – Risk-based Global Insurance Capital Standard Version 2.0, Public Consultation Document – 158p 2018 – IAIS – Summary of main comments received during the 2018 public consultation on ICS…
Read MoreMAV – Market-Adjusted Valuation
MAV – Market-Adjusted Valuation ICS – Three Bucket – IAIS Market Value Adjusted Year? – BIS – ICS – Market-adjusted Valuation – Executive Summary – 2p 2017 1205 – Swiss Re – Valuing Insurance Liabilities for Market Adjusted Valuation with Cost of Capital Margin over Current Estimate – 17p Actuarial theactuarymagazine.org/tailoring-global-capital-standards/ SOA – 2015 03 – SOA -…
Read MoreCDAWG – ComFrame Development and Analysis Working Group – (G) – NAIC
CDAWG – ComFrame Development and Analysis Working Group – (G) – NAIC In light of a number of international developments and workstreams, in early 2014 the NAIC established the CDAWG to provide technical and strategic input on the IAIS’ ComFrame, including any group capital developments. 2014 1116 – NAIC – CDAWG – U.S. Group Capital…
Read More2014 – IAIS – Basic Capital Requirements for Global Systemically Important Insurers
2014 – IAIS – Basic Capital Requirements for Global Systemically Important Insurers 2014 0709 – IAIS – Basic Capital Requirements for Global Systemically Important Insurers – Public Consultation Document – Comments due by 8 August 2014 – 51p 2014 1023 – IAIS – Basic Capital Requirements for Global Systemically Important Insurers – 48p 2014 0205 – IAIS…
Read MoreAggregation Method
Aggregation Method ICS – Insurance Capital Standards – IAIS Date? – NAIC – NAIC’s Interpretive Guidance on ICS Comparability Assessment Framework – 3p Group Capital Calculation (E) Working Group – CIPR NAIC – Group Capital Calculation – [link] U.S. state insurance regulators have adopted a group capital calculation (GCC) for use in solvency monitoring activities. (p3) – The Aggregation Method…
Read More2022 – IAIS – Public consultation on draft criteria that will be used to assess whether the Aggregation Method provides comparable outcomes to the Insurance Capital Standard
2022 – IAIS – Public consultation on draft criteria that will be used to assess whether the Aggregation Method provides comparable outcomes to the Insurance Capital Standard 2022 – IAIS – Public consultation on draft criteria that will be used to assess whether the Aggregation Method provides comparable outcomes to the Insurance Capital Standard —…
Read MoreLTCM – Long Term Capital Management
LTCM – Long Term Capital Management 1998 1001 (Part 1) – GOV (House) – Risks of Hedge Fund Operations – Hedge Fund Operations Risks – Long Term Capital Management (LTCM) – Jim Leach (R-IA) [PDF-333p-GooglePlay, VIDEO-CSPAN-Part 1-04:32:15] ->not on govinfo.gov Greenspan, Leach, Frank, Kanjorski, FRB-NY – William J. McDonough – President, Federal Reserve Bank of New…
Read MoreFirst Capital
First Capital Robert Weingarten, chairman of First Capital Holdings Corp. Fred Buck, President of First Capital Life and has held that position for about eight years, as far back as when it was called E. F. Hutton Life. 1992 – SOA – Companies on the Edge, Society of Actuaries – 20p 1995 – AP -…
Read More2016 – IAIS – Risk-based Global Insurance Capital Standard Version 1.0
2016 – IAIS – Risk-based Global Insurance Capital Standard Version 1.0 2016 0710 – IAIS – Risk-based Global Insurance Capital Standard, Version 1.0 – Public Consultation Document – Comments due by 19 October 2016 – 175p 4.1 Market adjusted valuation (MAV) approach – Comments – 276p 5 Capital resources – 149p 6.5 Management actions – Comments -…
Read MoreICS – Insurance Capital Standards – IAIS
ICS – Insurance Capital Standards – IAIS 2015 – IAIS – IAIS Capital-related Stakeholder Meeting – 83p Feedback from 2014 field testing Mainly concerns with volatility and harm to the long term nature of insurance business Additional feedback received from industry Long duration discount rates should not be extrapolated from extremely limited tenors Use more stable…
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