Is your current Risk-based Capital (RBC) level sufficient for a volatile economy?

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From the pandemic to the geopolitical conflicts, the economic condition has been a roller coaster from all-time low-interest rates and inflation to an all-time high. Risk-Based Capital (RBC) is a statutory minimum level of capital that insurers are required to hold as of today to allow them to fulfill their obligations at a time of crisis. With the fast-moving and volatile economic environment, how are you managing the future uncertainty of the Risk-based Capital (RBC) to make the right investment and strategic decisions? Moody’s Analytics can help.

In this webinar, our experts will discuss how the economic environment may have an impact on the inherent risk of assets, hence affecting the C1 RBC charge over time and help manage the C1 RBC more quantitatively and effectively:

  »  Assess how RBC may increase in the future as the economic environment and credit qualities of issuers can deteriorate

  »   Quantify the magnitude of uncertainty in a future level of RBC concerning macroeconomic variables and risk attribution

  »   Monitor the overall credit quality, fallen angels, downgrade probabilities, and concentration under macro scenarios

  » Demonstration of a validation of the calibrated parameters against historically realized downgrades and the rating dynamics in the light of economic situations until 2022 Q2

The framework has been calibrated under both 6 coarse NAIC and 21 fine NAIC categories.

Don’t miss this webinar – register today!

  • Speakers keyboard_arrow_down
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    Jin Oh Director-Risk and Accounting Solutions Moody's Analytics
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    Libor Pospisil Director, Banking Research Moody's Analytics Bio
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