Acronyms
This is the full name for TUTD
What is Top-Up Top-Down?
This is what's done in Step 7b.
What is updating corporate spreads to 12/31?
This is how many years AAT Reserves run off for.
What is 10 years?
Name any asset sensitivity.
What is Pop-Up 5%, Defaults, Include all Derivatives, LTC Standalone, Increase ADLA Margins, etc.?
This is the full name for ALDA
This is what's done in Step 4a.
What is updating the assets to 9/30?
These are the worst scenarios that are used to calculate the weighted average for C3P1.
What are the 5th through the 12th worst scenarios?
This is what was run in LS01.
What is unpadded liabilities?
This is the full name for PVAD.
What is Present Value of Accumulated Deficiencies?
Name one of the last two steps in step 5 (not including updating the borrowing rate).
What are the 8d reserve/ratio or updating the NY Recapture Fee?
This is what FCT was called before it was FCT. (Acronym and full name)
What is DCAT (Dynamic Capital Adequacy Testing)
This is the scenario besides AAT1 that the sensitivities were run on.
What is the booking scenario?