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  • Investment under the Risk-Based Capital 'RBC' and Rating Agencies Requirements
    applied if you’re using Moody’s or Stan- dard & Poor’s (S&P) formula. As you know, they have sometimes used ... over-the-counter call option or a put option on the S&P 500. In five years I have a 30% RBC factor multiplied ...

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    • Authors: Michael Cowell, James Reiskytl
    • Date: May 1996
    • Competency: External Forces & Industry Knowledge>External forces and business performance; Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Investment strategy - Finance & Investments