Presentation

Presentation on 99.5 Percent VaR Over One Year to NAIC

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Publish Date:

08/15/2015

Category:

Policy & Research

Topics:

Financial Reporting, NAIC, Risk Management, Solvency

Solvency Committee presentation to the National Association of Insurance Commissioners (NAIC) on the practical implications of using a 99.5 percent Value at Risk (VaR) over a one-year time horizon for valuation purposes.