(2016.Fall 16 a.)
the examiners report solution is as follows:
Risk Categories and Descriptions – P&C RBC formula
• R0 – Asset Risk - – Subsidiary insurance companies
However, the wiki doesn't categorize R0 as asset or U/W or operational risk category . Please confirm if R0 would be asset risk category.
Thanks
Comments
R0 is mostly for holdings in subsdiaries. It is definitely in the "asset risk" category.