NAIC
RBC
CLO
CBO
CDO
LR002
life insurance
capital adequacy

NAIC CLO/CBO/CDO Tranche RBC Factor Calculator

Recomputes the NAIC Life RBC per-tranche capital charge for CLO/CBO/CDO bond tranches against the LR002 Column (2) "CLOs/CBOs/CDOs" factor grid adopted by the RBC Investment Risk & Evaluation (E) Working Group (Proposal 2026-12-IRE, effective for YE2026 filings), including the flat 11.77% BSL thin-tranche surcharge. Sums per-tranche requirements into a portfolio total. Verify-only: recomputes a prescribed charge from declared inputs, never asserts filing compliance.

Tool URL: https://ainumbers.co/tools/618-naic-clo-rbc-factor-calculator.html AP2/Policy Mandate export: yes

post/v1/tools/calculate_naic_clo_rbc_factor

Request

  • Base URL: https://ainumbers.co
  • URL: https://ainumbers.co/v1/tools/calculate_naic_clo_rbc_factor
  • Auth: none declared

Request body

Response

Successful tool execution result

portfolio_total_bacvnumber
portfolio_total_rbc_requirementnumber
tranche_countnumber
naic_clo_rbc_factor_vintagestring

Changes

No recorded changes to this operation across all 1 revision of this API.