The Risk-Based Capital Investment Risk and Evaluation (E) Working Group has exposed the following item with a 21-day public comment period. Please submit comments to NAIC staff, Dave Fleming, by COB Thursday, June 13, 2024.

• Proposal 2024-19-I
• SSG presentation

Included for reference is the presentation from the NAIC’s Structured Securities Group. The Working Group is specifically requesting comment on which items should be included in the proposal’s Exempted Residual Tranches and Interests list which would receive a 30% factor with all other residual tranches and interests receiving a 45% factor. 

The Working Group has exposed the following for public comment. Please submit comments to Dave Fleming by COB May 15, 2024.

• Memorandum on Consideration of Additional Information on Interim Factor for Residual Tranches

The Working Group has exposed the following for public comment. Please submit comments to Dave Fleming by COB April 8, 2024.

• Oliver Wyman Residual Tranche Report

The Working Group has exposed the following for public comment. Please submit comments to Dave Fleming by COB May 12, 2023.

• 2023-09-IRE Residual Factor
• 2023-10-IRE Sensitivity Test Factor

The referral below requires a response from the Capital Adequacy (E) Task Force and the Risk-based Capital Investment Risk and Evaluation (E) Working Group by May 15, 2023. Please submit your comments to Eva Yeung or Dave Fleming by COB March 31, 2023.

• Additional Market and Analytical Information for Bond Investments 

The Working Group has exposed the following for public comment. Comment is specifically requested from RBC vendors with respect to the proposed sensitivity test as it was submitted past the RBC deadline for exposure. Please submit comments to Dave Fleming by COB April 12, 2023.  

• Revised Residuals Structure
• Sensitivity Test