The Office of the Superintendent of Financial Institutions has issued revised guidance for segregated fund guarantee capital requirements.
On Friday, OSFI released a draft advisory for consultation concerning the capital requirements for life insurance companies with seg fund guarantee risk exposure. It describes new minimum calibration criteria for models that, with OSFI approval, may be used to determine seg fund guarantee capital requirements.
OSFI proposes that the new minimum calibration criteria, when finalized, will apply to seg fund guarantee models approved for use in determining capital requirements for business written on or after January 1, 2011. The existing calibration criteria will continue to apply to business written before the new criteria are adopted; until a new approach, which is consistent with the vision for life insurance company capital, is developed and implemented, the advisory says.
OSFI says it expects that these new criteria will be considered as part of its process for developing more “market consistent” techniques for determining seg fund guarantee capital requirements.
Comments on the draft are due by November 26, and OSFI expects a final version by December 31, to take effect on January 1.
IE