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Why the NAIC’s new principles-based bond guidance is a strategic shift

A new paradigm for bond classification brings major modifications to insurance companies’ accounting, reporting, operations and capital.


In brief
  • The National Association of Insurance Commissioners seeks a pivot to principles-based accounting, with changes to risk-based capital and investment strategies. 
  • The new bond classification criteria differentiate between traditional bonds and asset-backed securities and reclassifies equitylike financial instruments.
  • Insurers should use a phased approach to risk assessment, portfolio review and operational updates to meet January 2025 compliance.

The National Association of Insurance Commissioners (NAIC) has inaugurated a new phase in financial oversight with its NAIC REF 2019-21, the principles-based bond definition (PBBD) project, transitioning from a prescriptive regulatory model to one that emphasizes the judgment of insurers. This accounting reform is set to overhaul bond classification so that it more accurately captures the substance of the instruments, thereby strengthening the industry’s financial reporting, comparability, and appropriate risk-based capital (RBC). 

Recognizing the intricate nature of contemporary financial instruments, this paradigm shift not only aims to yield a truer picture of the bonds held by insurance companies but also prompts the industry to maintain a more advanced analytical mindset. In the following paragraphs, we will explore how this strategic recalibration is expected to impact everything from day-to-day accounting practices to the broader strategic decisions that shape insurers’ investment strategies — all while navigating the potential for increased scrutiny that such autonomy inevitably invites.

Background

In August 2023, the NAIC made a strategic leap in endorsing the foundational aspects of its principles-based bond guidance, with the countdown till it takes effect on January 1, 2025, now underway. Insurers face a pressing timeline to adapt to these new directives, a shift that heralds a new era of transparency in investment portfolio management. This pivotal change is set to redefine the criteria for Schedule D asset classification, sharpening the focus on the intrinsic quality of holdings for both of the RBC reporting considerations.

Bond classification guidance

In a move poised to streamline financial reporting, the revisions to the Statement of Statutory Accounting Principles (SSAP) No. 26R, Bonds, and SSAP No. 43R, Asset-Backed Securities, offer a clear framework for what constitutes a bond:

  • A bond is now defined as a security that establishes a creditor relationship, features a fixed payment schedule and falls under the category of either an issuer credit obligation or an asset-backed security.
  • To enhance reporting precision, Schedule D Part 1 will segregate traditional issuer obligation bonds from the more complex asset-backed securities.
  • Securities that exhibit equitylike features or essentially represent ownership interests will transition to a new accounting and reporting classification under SSAP No. 21R, Other Admitted Assets, and Schedule BA.

This updated guidance, which is to be applied prospectively, will affect securities held from January 1, 2025, onward, marking a significant shift in the insurance industry’s approach to investment accounting.

 

Implementation considerations

With the clock ticking in the countdown to January 1, insurers are under pressure to conduct a risk-based impact assessment on their portfolios and brace for the ripple effects across accounting, capital, reporting and operations.

 

First, the shift from a rules-based to a principles-based classification system demands a strategic re-evaluation of accounting policies. Insurers are called upon to exercise discerning judgment at critical junctures, a change that carries weighty consequences for RBC calculations. Asset reclassification from Schedule D to Schedule BA could prompt insurers to reconsider their bond holdings and investment strategies, recalibrating their approach to align with the new regulatory landscape.

 

The reclassification also triggers a domino effect on disclosure and reporting, compelling insurers to capture and analyze new data sets. This evolution may require substantial updates to both infrastructure and systems, necessitating close collaboration with technology providers to maintain compliance with the updated reporting requirements.

 

And, from the onset of investment, classification assessments will become integral, directly influencing front-office trading protocols. The integration of these guidelines must be both fluid and faultless, necessitating the development of robust processes and controls to navigate this transformative period.

Implementation phases

As regulatory landscapes shift, the Ernst & Young LLP (EY US) delineated three-phase strategy can help insurers adeptly navigate the NAIC’s guidance, combining market robustness with compliance mastery:

Phase 1: Scoping and risk assessment

Insurers should prioritize the development of a risk-based approach tailored to pinpoint investments that may warrant a closer look under the new regulations. To streamline this process, the creation of practical tools such as flowcharts and checklists is essential. These enablers will serve as the backbone during the portfolio review phase, establishing a systematic and efficient categorization of bonds.

Phase 2: Portfolio review

The portfolio review itself is a meticulous exercise, applying the risk-based approach to all asset classes within the insurer’s scope. Utilizing the previously designed enablers, firms will be able to discern which investments necessitate a shift from Schedule D to Schedule BA. This stage also involves the drafting of accounting policy documents for the affected securities, providing a clear rationale for each classification decision. An impact assessment summary will then capture the operational changes required for these securities, setting the stage for the next phase of implementation.

Phase 3: Operational updates

Operational updates represent the translation of assessment findings into action. This encompasses a sweeping implementation of changes across various organizational facets, including accounting, reporting, risk-based capital considerations, and investment strategies overseen by the chief investment officer (CIO) and asset and liability management (ALM) teams. Updating process and control documents to reflect new or revised procedures is a key component of this phase. For system and process changes, a structured approach is adopted: drafting business requirements, preparing test scripts and scenarios, executing testing and documenting results to address any issues. The culmination of this phase is the drafting of updated statutory accounting principles (STAT) investments schedules, a tangible reflection of the insurer’s readiness for the new bond guidance landscape.

Conclusion

As the insurance industry stands on the brink of a significant regulatory shift with the NAIC’s principles-based bond guidance, the path forward for insurers is clear: incorporate the change with strategic foresight and meticulous planning. The January 1, 2025, deadline serves as a critical milestone for firms to recalibrate their investment accounting practices so they not only meet the new compliance standards but also maintain a strong market presence.

The journey to compliance is complex, yet navigable with a structured, phased approach. Insurers should undertake a comprehensive scoping and risk assessment, followed by a thorough portfolio review and concluding with strategic operational updates. This methodical progression will enable firms to adapt their accounting policies, refine their investment strategies and revamp their reporting processes to align with the guidance.

Crystal He- Senior Manager contributed to this article.

Summary

By January 2025, insurers must align with the NAIC’s principles-based bond guidance, a move set to enhance transparency and redefine asset classification for risk-based capital. The guidance clarifies bond definitions and necessitates a strategic re-evaluation of portfolios. This shift will require insurers to adopt new data analysis, reporting practices, and to collaborate with technology partners to promote a smooth transition to the principles-based guidance.

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