Past CAS Questions - IASA Assets (Chapter 2) & Investment Income (Chapter 9)



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Past CAS Questions - IASA Note: Some of the concepts tested in the past CAS questions from the IASA chapters 2 and 9 apply to the content covered in Chapter 7 9 and 13 of the E&Y text. Section 1: Questions: Invested Assets 1998 Exam Questions: 10. T/F. In Annual Statement Schedule D Part 1, one could find the book value of long-term bonds and stocks owned. Questions from the 2000 Exam 88. (1.5 points) According to Insurance Accounting and Systems Association, Property-Casualty Insurance Accounting, the NAIC Model Investment Law gives insurance companies two alternate methods of analyzing their investment holdings. State and briefly describe each of these two methods. 95. (1 point) According to Insurance Accounting and Systems Association, Property-Casualty Insurance Accounting, what is the total admitted value of the following real estate assets? Show all work. Real Estate Occupied by Company Original Cost $100,000 Depreciation 20,000 Encumbrances 40,000 Market Value 60,000 Real Estate Not Occupied by Company Original Cost $200,000 Depreciation 90,000 Encumbrances 30,000 Market Value 100,000 Questions from the 2001 Exam 69. (1 point) Based on Insurance Accounting and Systems Association, Property-Casualty Insurance Accounting, state how each of the following is typically valued according to statutory accounting principles. a. (0.25 point) High quality bonds b. (0.25 point) Low quality bonds c. (0.25 point) Common stocks, not in subsidiaries or controlled or affiliated companies d. (0.25 point) Real estate

Past CAS Questions - IASA Questions from the 2003 Exam 13. Which of the following describes the proper statutory accounting for common stocks, bonds with Class 2 Securities Valuation office designation, and home office real estate occupied by the company? Common Stocks Bonds with class 2 securities valuation office designation Home office real estate occupied by the company A. Market Value Amortized Value Depreciated Cost plus improvements B. Market Value Market Value Depreciated cost plus improvements C. Amortized Value Market Value Depreciated cost plus improvements D. Amortized Value Amortized Value Market Value E. Market Value Amortized Value Market Value Section 2: Questions: Non-Invested (Non-Income Producing) assets Questions from the 2000 Exam: 56. Agents balances on line 10.1 of page 2 of the 1999 Annual Statement are net of reinsurance. Questions from the 2001 Exam: 35. The balance sheet of the 2000 Annual Statement includes reinsurance recoverables on loss and loss adjustment expense payments as an asset.

Past CAS Questions - IASA Section 3: Questions: Non-admitted Assets Questions from the 2007 Exam 26. (4.5 points) The following information includes all assets and liabilities for an insurance company. Use this information to answer the questions below. Amortized Cost ($000) Actual Cost ($000) Fair Market Value ($000) Class 1 Bonds 1,000 8,000 1,200 Class 2 Bonds 500 600 400 Class 3 Bonds 700 650 600 Class 6 Bonds 200 150 250 Common Stock n/a 700 1,000 Other Information ($000) Loss Reserve 2,000 Loss Adjustment Expense Reserve 400 Cost of Building and Land 10,000 Depreciation of Building/Land 400 Mortgage loan on Building/Land 5,600 Cash 200 Total Uncollected Premium 400 Uncollected Premium 31 90 days past due 250 Uncollected Premium >90 days past due 50 Funds held with reinsured companies 1,200 Reinsurance Payable on Paid Losses 100 EDP Equipment 100 Office Furniture 50 Provision for Reinsurance 700 Unearned Premium Reserve 750 Treasury Stock 900 a. (1 point) Calculate the value of bonds held by the company as it would appear on the Asset page of the Annual Statement. Show all work. b. (0.5 point) Calculate the value of real estate as it would appear on the Asset page of the Annual Statement. Show all work. c. (1.5 points) Calculate Total Net Admitted Assets as it would appear on the Asset page of the Annual Statement. Show all work. d. (1.5 points) Calculate Policyholder Surplus as it would appear on the Liabilities, Surplus and Other Funds page of the Annual Statement. Show all work.

Solutions to Past CAS Questions Note: Many of the concepts tested in the following past CAS questions from the IASA chapters apply to the content covered in Chapter 7 of the E&Y text. Section 1: Questions: Invested Assets 1998 Exam Questions: 10. T/F True since only long-term bonds and stocks are shown in this exhibit. Solutions to questions from the 2000 exam 88. (1.5 points) According to Insurance Accounting and Systems Association, Property-Casualty Insurance Accounting, the NAIC Model Investment Law gives insurance companies two alternate methods of analyzing their investment holdings. State and briefly describe each of these two methods. Per the E&Y text: The NAIC Model Investment Law allows for two alternative types of investment guidelines, which are referred to as Defined Limits and Prudent Person. The Defined Limit system of investment guidelines follows a rule-based approach and prescribes specific quantitative limits for the invested assets that a company may hold. Examples of some of the prescribed limits include the following: 5% limit of admitted assets with any single issuer (exceptions for government bonds) 1% limit of admitted assets with any single issuer with rating of NAIC 3 0.5% limit of admitted assets with any single issuer with rating of NAIC 4 or lower 20% limit of admitted assets in all securities rated NAIC 3 or lower 10% limit of admitted assets in all securities rated NAIC 4 or lower 5% limit of admitted assets in all securities rated NAIC 5 or lower 1% limit of admitted assets in all securities rated NAIC 6 25% limit of admitted assets or 100% of surplus in all common stocks The Prudent Person system of investment guidelines follows a principles-based approach and requires an insurance company to develop its own investment guidelines. If a company chooses to use the Prudent Person approach, it should develop the investment guidelines with the protection of the policyholder in mind, and it should consider the specific investment expertise and resources available. 95. (1 point) According IASA, what is the total admitted value of the following real estate assets? Show all work. a. Properties occupied by the company are admitted at net book value (depreciated costs) less encumbrances. Occupied: (100,000 + 0 20,000) 40,000 = 40,000 b. Properties not occupied by the company are admitted at the lower of net book value (depreciated costs ) or market value less encumbrances. Not Occupied: lower (200,000 + 0 90,000; 100,000) 30,000 = 70,000 Total admitted value of the real estate assets equal 40,000 + 70,000 = 110,000 See IASA, Chapter 2, page 6.

Solutions to Past CAS Questions Solutions to questions from the 2001 exam 69. (1 point) Based on IASA, state how each of the following is typically valued according to statutory accounting principles. a. (0.25 point) High quality bonds, designated as class 1 or 2: amortized cost. b. (0.25 point) Low quality bonds, designated as class 3 or lower: at the lower of amortized cost or market value. c. (0.25 point) Common stocks, not in subsidiaries or controlled or affiliated companies are valued: at market value. d. (0.25 point) Real estate: not occupied by the company at the lower of net book value or market value, less encumbrances. See pages 2-3, 2-4 and 2-6. Solutions to questions from the 2003 exam 13. Which of the following describes the proper statutory accounting for common stocks, bonds with Class 2 Securities Valuation office designation, and home office real estate occupied by the company? Common Stocks Bonds with class 2 securities valuation office designation A. Market Value Amortized Value Home office real estate occupied by the company Depreciated Cost plus improvements Answer A. Section 2: Non-Invested (Non-Income Producing) Assets 1998 Exam Question: 13. T/F. The insurer pays commission to the agent following the collection of direct billed premium. True since the agent never has possession of the cash from which he/she could withhold the commission. Questions from the 2000 Exam: 56. Agents balances on line 10.1 of page 2 of the 1999 Annual Statement are net of reinsurance. True. See IASA Chapter 2, page 9. Questions from the 2001 Exam: 35. True. See page 2-12.

Section 3: Non-Admitted Assets Solutions to Past CAS Questions Solutions to questions from the 2007 Exam Question 26 a. (1 point) Calculate the value of bonds held by the company as it would appear on the Asset page of the Annual Statement. Show all work. b. (0.5 point) Calculate the value of real estate as it would appear on the Asset page of the Annual Statement. Show all work. c. (1.5 points) Calculate Total Net Admitted Assets as it would appear on the Asset page of the Annual Statement. Show all work. d. (1.5 points) Calculate Policyholder Surplus as it would appear on the Liabilities, Surplus and Other Funds page of the Annual Statement. Show all work. Question 26 - Model Solution a. For class 1 and class 2 bonds, their annual statement value is amortized cost. c1 + c2 = 1,000 + 500 = 1,500. For classes 3-6, their annual statement value is lower of amortized cost and fair market value. c3 through c6 = 600 + 200 = 800. Thus, value of bonds held by the company as it would appear on the Asset page = 1,500 + 800 = 2,300 b. The value of owned real estate for statutory purposes is depreciated book value. This value is based on: Actual cost + Plus the costs of improvements - Less encumbrances (i.e. a mortgage loan) - Less depreciation. = 10,000-400 - 5,600 = 4,000 c. Net Admitted Assets = Cash + Bonds +Stock + Real Estate + Uncollected Premiums less than 90 days old + Funds Held with Reinsured Companies = 200 + 2,300 + 1000 + 4,000 + (400-50) +1,200 + 100 = 9,150 d. Liabilities = Loss and LAE reserves + Reinsurance Payable on Paid Losses + Provision for Reinsurance + Unearned Premiums = 2,000 + 400 + 100 + 700 + 750 = 3,950 Policyholder Surplus = Assets - Liabilities = 9,150-3,950 = 5,200