Risk Margin Proposal To Be Presented at Solvency Modernization Initiative Task Force Meeting

Mar 11, 2010

During the March 11-12 National Association of Insurance Commissioners’ (“NAIC”) Solvency Modernization Initiative Task Force meeting in Phoenix, Arizona, NAIC International Accounting Standards Working Group Chairman Mel Anderson will be circulating the attached memorandum entitled “Risk Margins: An Overview and a Simplified Method of Calculation.”

According to Chairman Anderson, the document, drafted by NAIC staff at his request, provides a simpler alternative for calculating and running off risk margins than the two current risk margin proposals being discussed at the International Accounting Standards Board (“IASB”) and the Financial Accounting Standards Board (“FASB”).

As noted in the memorandum, there are two competing possibilities for margin calculation and run-off, neither of which are yet supported by the NAIC.

Currently, the tentative position of the IASB and FASB is to have a risk margin and a separate and additional residual margin, whereas the alternate proposal would have only one margin.  In the past, this has been referred to as a “composite margin” approach, but the description has suffered from a lack of specificity as to how such a margin would be re-measured and run-off.

Chairman Anderson explains that the “Risk Margins” memo proposes a way that this could occur, but avoids the terminology of a composite margin.

To view the agenda and complete information on the March 11-12 Solvency Modernization Initiative Task Force Interim meeting, click here.

 

 

Should you have any comments or questions, please contact Colodny Fass.

 

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