Wellington Man… - Tue, 04/16/2024 - 00:58

Insurance Quick Takes: What's next for CLO risk charges?

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In Wellington Management’s latest Insurance Quick Take, Heald of Insurance Multi-Asset Strategy and Portfolio Manager Tim Antonelli breaks down the ongoing developments in the world of residual tranches related to collateralized loan obligations (CLOs) and the potential associated capital charges for US insurers. He recaps a recent NAIC meeting where the American Academy of Actuaries shared three major processes they have undertaken, the findings, and how these contribute to the future of CLOs. He also addresses when insurers can expect the next update and the potential impact to US life, P&C, and health insurers, including increased allocations to CLO equities in the future. 





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