Hybrid Securities

Hybrid securities are investments structured to have characteristics of both equity (common and preferred stock) and debt. The classification of these securities is of great importance to insurers because, when a hybrid security is determined by the SVO to be equity rather than debt, the insurer will face substantially higher risk-based capital charges.

For a list of current Classification Determination Reports and the SVO's Statement on Classification Analysis go to the Securities Valuation Office Web page.

 

Active Documents
Project History of the Short-Term Methodology for Hybrid Securities [PDF]
Life RBC Hybrid Summary
Hybrid Securities Treatment FAQ
Committees Active on This Topic
Hybrid RBC Working Group
Capital Adequacy Task Force
Valuation of Securities Task Force