NAIC Upholds 45% RBC Factor for All Securitization Residual Tranches
Last week, the National Association of Insurance Commissioners (NAIC) convened its Risk-Based Capital (RBC) Investment Risk and Evaluation Working Group (WG) as part of its…
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NAIC Update: Risk-Based Capital for CLO Residual Tranches and Notes
Last week, the National Association of Insurance Commissioners’ (NAIC) Risk-Based Capital (RBC) Investment Risk and Evaluation Working Group (WG) held a meeting to discuss comments…
NAIC RBC: The LSTA Comments
Last Friday, the LSTA submitted a comment letter expressing our belief that the NAIC’s risk based capital (“RBC”) proposal has the potential of penalizing insurance…
CLOs: Superior Performance
A recent proposed change in NAIC risk based capital (RBC) for CLOs has provoked lively debate.
CLOs: NAIC-Scent Challenges
In recent years, insurance companies have increased their investment in CLO liabilities, possibly because CLO notes have lower impairments (and often higher yields) than other,…
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