Does RBC consider interest rate risk?

edited September 2022 in Odomirok.19-RBC

Does RBC consider interest rate risk?

Comments

  • Interest rate risk and default risk are reflected in the basic charge factors of R1.

  • So is Solvency 2 more comprehensive than RBC? What risks that Solvency 2 cover but RBC doesn't?

  • I'm not familiar enough with Solvency 2 to comment. It's not on the syllabus, no?

  • edited February 2023

    Hello,
    I just wanted to point out that I think the last question for Quiz 3 (question 11) needs to be updated. It says that RBC does not consider Catastrophe risk or interest rate risk. This seems to now be included in RBC calculations based on the RBC wiki section.

  • I must not be looking at the right thing. Here is quiz 3 from RBC and there are only 5 questions:

  • Opps I didn't realize this was the RBC section form. I was actually referring to quiz 3 of the Feldblum.Ratings section.

  • edited February 2023

    Ok, corrected. Thx!

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