Announcement: SOA releases passing candidate numbers for July 2019 Exam P.

Analysis of Asset Spread Benchmarks

Research Projects – Life Insurance


The Committee on Life Insurance Research, Committee on Finance Research, and Financial Reporting Section are pleased to make the following report available. Performed by the Deloitte-UConn Actuarial Center, the research examines various benchmarks for analyzing option adjusted spreads of the major fixed income asset classes of life insurance companies.

Materials

Analysis of Asset Spread Benchmarks

Analysis of Asset Spread Benchmarks - Appendix A

Analysis of Asset Spread Benchmarks - Analysis B

Thank You

The sponsors would like to thank the members of the Project Oversight Group:

  • Michael DeWeirdt
  • Gary Falde
  • Bruce Friedland
  • Robert Lamarche
  • Jan Schuh
  • Ronora Stryker
  • Josh Windsor

Questions Or Comments?

If you have comments or questions, please send an email to research@soa.org.