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Stress Testing (E) Subgroup

 

2017 Charges

  1. Evaluate RBC in light of principle-based reserving (PBR). Consider changes to RBC needed because of the changes in reserve values, including the "right-sizing" of reserves, margins in the reserves, any expected increase in reserve volatility, the overall desired level of solvency measurement and other issues.

  2. Consider a total balance sheet approach (e.g., total asset requirement (TAR) type calculation and then subtracting out the PBR reserves) and application of stress scenarios. These charges should include appropriate consideration of International Association of Insurance Supervisors' (IAIS) Insurance Core Principles.