Current Trends in ALM - Actuary.com

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RBC C-3 Requirements RBC C-3 Scenario Requirement for “Fixed Interest Risk” Yes No Did your company take an exemption for the 2000 filing? 71% 29% 24
C-3 Phase II • Proposal addresses interest rate and equity risk associated with variable products with guarantees other than index guarantees − e.g., GMDB, GMIB, GMAB 25
Page 1 and 2: Current Trends in ALM Results of th
Page 3 and 4: Benefits to Participants • Assist
Page 5 and 6: Embedded Value % of Respondents Per
Page 7 and 8: Embedded Value • Recent use among
Page 9 and 10: Testing Alternative Investment Stra
Page 11 and 12: Asset/Liability Levers Product Desi
Page 13 and 14: Types of Scenarios Used Asset/Liabi
Page 15 and 16: Types of Scenarios Used Asset/Liabi
Page 17 and 18: Number of Scenarios Asset/Liability
Page 19 and 20: Model Run-Time Summary of Model Run
Page 21 and 22: Model Consolidation • Definition:
Page 23: Model Accuracy • Gauged by perfor
Page 27: C-3 Phase II • We advise that com

Current Trends in ALM - Actuary.com

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