Reporting Instructions

The financial modeling methodology used by the SSG for RMBS and CMBS is described in Part Seven of the Purposes and Procedures Manual of the NAIC Securities Valuation Office.


Insurance companies use the Prices Grids in accordance with instructions contained in Loan Backed and Structured Securities, in the NAIC Accounting Practices and Procedures Manual.

Sample 2013 RMBS & CMBS File Available for Review (XLS)
The NAIC has made available a sample file of the 2014 RMBS and CMBS modeled results, for insurers and other entities needing specifications to interface with software for filing the information within their 2014 annual statement. The modeled results will be in comma-separated values (csv) file containing the following 12 fields.

reporting interface

Access the system in AVS+

View a tutorial
Learn how to use the system

User's guide
Review the system

Account Manager
View the invoice details and
pay online.

 

Contacts for
RMBS / CMBS Initiative

The NAIC looks forward to working with insurers to provide the appropriate structured securities information to facilitate the year-end Annual Statement filing process. Please direct inquiries as follows:

Statutory accounting and/or RBC treatment: 816.783.8400, select RMBS option.

Billing or AVS+ questions:  816.783.8300, select option #5 or securitiessupport@naic.org

Questions pertaining to modeling process, analytics & results: 212.398.9000 or SSGinquirydesk@naic.org