AA-4.3.1

The FCR must provide an objective assessment of the overall financial condition of the insurance firm. The report must also comply with the following conditions:

(a) The actuary responsible for the FCR must comply with the relevant professional standards;
(b) Where relevant, the FCR must include:
(i) A business overview;
(ii) An assessment of the insurance firm's recent experience and profitability, including as a minimum the experience for the year ending on the valuation date;
(iii) An assessment of all insurance liabilities outlined under Chapter CA-5;
(iv) An assessment of the adequacy of past estimates for all insurance liabilities, particularly where there has been a change in assumptions or in the valuation method adopted for previous valuations;
(v) Where there has been a change in assumptions or in the valuation method from that adopted previously, the effect of those changes on the insurance liabilities and assets arising in respect of those liabilities;
(vi) An explanation of the assumptions used in the valuation process including, without limitation, assumptions made as to inflation and discount rates, future expense rates and ,where relevant, future investment income;
(vii) An assessment of the adequacy and appropriateness of data made available to the actuary by the insurance firm;
(viii) A description of the procedures undertaken by the actuary to assess the reliability of the data provided;
(ix) The model(s) used by the actuary;
(x) The approach taken to estimate the variability of the estimate; and
(xi) The nature and findings of the sensitivity analyses undertaken;
(c) The establishment of the surplus or deficit on any conventional long-term insurance fund and in the case of a surplus, the amount that is proposed to be transferred to the shareholder fund and available for distribution;
(d) The establishment of the surplus or deficit, if any, for all participants' funds for Takaful firms. In the case of surplus, the amount available for distribution must be specified;
(e) For long-term insurance and Family Takaful, include an assessment of asset and liability management, including the insurance firm's investment strategy;
(f) An assessment of current and future capital adequacy and a discussion of the insurance firm's approach to capital management;
(g) An assessment of pricing, including adequacy of premiums;
(h) An assessment of the suitability and adequacy of reinsurance/retakaful arrangements, including documentation of reinsurance/retakaful arrangements and the existence and impact of any limited risk transfer/sharing arrangements;
(i) Where the implications of the report have an adverse impact on the financial condition of the insurance firm, the report must include recommendations on how to address any shortcomings and eliminate any negative trends; and
(j) For overseas insurance firms, the report must be prepared for Bahraini operations, but consideration must be given to the financial position of the head office.
Amended: April 2014
Amended: October 2007
Amended: January 2007