Educational Note: Duration Considerations for P&C Insurers (2023)

Publication date: 10-08-2023

Version: Current

Language available: Bilingual

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This guidance supersedes the previous educational note published in 2017, and adapts the content and illustrative examples to align to actuarial practice under IFRS 17.

The Committee on Property and Casualty Insurance Financial Reporting (PCFRC) of the Canadian Institute of Actuaries (CIA) prepared this educational note to provide guidance to actuaries doing work for property and casualty (P&C) insurers related to duration of the insurer’s interest rate sensitive insurance contract assets and liabilities, as well as other interest rate sensitive assets (e.g., investments).

Categories: Practice

Types: Educational notes

Topics: Property and casualty insurance

Pages: 11

Format: PDF

Accession no.: 223126

Other versions

Educational Note: Duration Considerations for P&C Insurers (2017)