PBR Bootcamp: Liability Modeling
The PBR Bootcamp series continues with a discussion of liability modeling. During this session, our dynamic speakers covered the following topics:
- General modeling considerations;
- Differences between VM-20 and VM-21;
- Deterministic vs. stochastic reserves;
- VM-20 exclusion tests;
- VM-21 Standard Projection Amount (SPA);
- Links between liability and asset assumptions;
- Modeling Non-Guaranteed Elements (NGEs); and
- Recent updates to the Valuation Manual.
Event Date
July 26, 2023 12:00:00pm - July 26, 2023 1:30:00pm
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