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

Discover our latest insights and implementation ideas for insurers related to trends and events in their industry.

Tim Antonelli, CAIA, CFA, FRM, SCR, Head of Multi-Asset Strategy - Insurance and Portfolio Manager
2025-03-31
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Insurance Quick Takes: What's next for CLO risk charges?

In our latest Insurance Quick Take, 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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