Set Up Risk Based Capital (RBC) Reports

Owned by Nancy Cohn (Deactivated)
Last updated: Feb 08, 2024 by Kinga Huszno
1 min read

There are several Risk Based Capital reports:

  • RBC Detail. The RBC Detail report displays the RBC required contribution of assets based on the asset type and the asset's NAIC rating by applying factors to the book/adjusted carrying value of positions.

  • RBC Size Factor. The RBC Size Factor report displays the number of issuers and the weighted number of issuers for a portfolio. 

  • RBC Asset Concentration. The RBC Asset Concentration report lists the risk based capital requirement for different asset classes of securities.

You can submit RBC reports for a specific Entity or Client. To set up RBC reporting, you must establish RBC factors prior to executing the RBC Detail and Size Factor reports, and define the client's weighted average portfolio beta.

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