Stress Testing Proposal as an Outline for Field Testing
http://ift.tt/1uFrgEs
Has anyone else been following this? It seems to be moving very quickly through the NAIC committees, with a field test planned soon. Basically, just as asset adequacy analysis tests statutory reserves under moderately adverse conditions, "stress testing" (as defined in this proposal) will be used to test the adequacy of Total Asset Requirements (TAR) under extreme conditions. This seems like an incredible amount of work to me...
Thoughts?
http://ift.tt/1uFrgEs
Has anyone else been following this? It seems to be moving very quickly through the NAIC committees, with a field test planned soon. Basically, just as asset adequacy analysis tests statutory reserves under moderately adverse conditions, "stress testing" (as defined in this proposal) will be used to test the adequacy of Total Asset Requirements (TAR) under extreme conditions. This seems like an incredible amount of work to me...
Thoughts?
Stress Testing Proposal
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