JConceicao

Comments

• Is it because the CoC is based on RoE?

  in CAS Sample Questions 18 and 20 Comment by JConceicao April 27
• CAS Sample Question 20 on the new IFRS material: Why is the 14% cost of capital being multiplied by the cumulative unpaid future cashflows? Shouldn't it be multiplied by incremental cash flows? Aren't we otherwise double counting capital neede…

  in CAS Sample Questions 18 and 20 Comment by JConceicao April 27
• Thought I'd build on this, since both your acronyms serve a useful, separate purpose. I think of a wise lady, named An, who drinks alot of red wine; Wise-An drinks Wine.

  in Evaluating Government Programs - WINE Comment by JConceicao April 24
• What's the purpose of the 1.1? If it's not a risk factor, what is it?

  in Chapter 4 LIC Problem (missing 1.1 in calculation) Comment by JConceicao April 18
• Could Unexpired Coverage for Insurance Issued be interpreted as the Expected Losses & ALAE, Where Expected Losses is capped by the Loss Component for recognized policies?

  in (PAA): (unexpired coverage for insurance contracts issued) Comment by JConceicao October 2023
• In the IFRS17 - 2 text, it's also stated that the the Expected Cash Flows should be adjusted for Credit Risk. Should the RA include an adjustment for Credit Risk as well, per the IFRS17 - 1 text mentioned above?

  in RA for reinsurance contracts held Comment by JConceicao April 2023
• Also, is there a PAA version of the formula for ARC? (Aside from backing out ARC from MCT's formula for Unexpired Coverage, 4.2.2.2)

  in Reinsurance subsequent adjustments Comment by JConceicao April 2023
• CSM = ARC - FCF - Loss RC Where can I find the source of this formula? I'm not fully seeing it from the SOA's website referred to above

  in Reinsurance subsequent adjustments Comment by JConceicao April 2023