PBR Bootcamp: Asset Modeling (Part 1)

April 19, 2023 | Noon to 1:30 p.m. EDT | USQS CE Available

ABOUT THIS WEBINAR

Attendees received an overview of asset modeling, starting with the basics in this webinar. Topics covered included:

• Initial asset selection;
• Reinvestment decisions;
• Alternative asset scenarios;
• Net Asset Earned Rate (NAER);
• Differences between VM-20 and VM-21;
• General account versus separate account modeling;
• Prescribed assumptions; and
• A recap of governance.

This webinar, part of the monthly PBR Bootcamp series, was the first of a two-part discussion on asset modeling. Part 2, to be held on May 17, will provide a deeper dive into hot topics such as Net Asset Earned Rate anomalies, hedging, and PBR compared to the real world.

SPEAKERS

• Donna Claire, MAAA, FSA, CERA
  Chairperson, Life Experience Committee

• Marc Altschull, MAAA, FSA, CFA
  Vice Chairperson, Life Valuation Committee

• Dave Neve, MAAA, FSA, CERA
  Member, PBR Implementation Work Group

• Jonah von der Embse, MAAA, FSA, CERA
  Member, PBR Implementation Work Group

MODERATOR

• Linda M. Lankowski, MAAA, FSA
  Chairperson, PBR Implementation Work Group

ABOUT THIS SERIES

The PBR Bootcamp webinar series will explore a variety of topics related to PBR, providing attendees with valuable information and insights from those with insights on PBR since its implementation.  

Upcoming webinars will cover liability modeling; assumption development; PBR reports (regulator review); combination productions, both variable annuities and life; standard projection amounts; and hedge modeling.

CONTINUING EDUCATION

The American Academy of Actuaries believes in good faith that attendance at this live webinar constitutes an organized activity as defined under the current Qualification Standards for Actuaries Issuing Statements of Actuarial Opinion in the United States, and that attendees may earn up to 1.8 organized continuing education (CE) credits for attending this live webinar.

QUESTIONS: For information about this webinar, contact education@actuary.org.

Learn more about our webinar policies, including group registration.