National Association of Insurance Commissioners

NAIC RMBS Modeling Process

On November 24, the National Association of Insurance Commissioners announced the release of a discussion draft outlining the analytical framework and economic assumptions regulators will use to evaluate RMBS, and indicated that PIMCO was selected as a third party financial modeler to help develop a methodology to determine risk-based capital requirements for RMBS owned by U.S. insurers. NAIC Release. Discussion Draft.