Anomaly Scanner
Auto-detected patterns and statistical outliers across all statutory filers
Type
Years-
Size
PE
Methodology
Detection: Automated scan of all entities for extreme values or large year-over-year changes.
Bond Changes: Largest absolute change in SD0010 carrying value between the latest two filing years.
CLO Concentration: Highest CLO/CDO share of total structured products (from SD0007 Collateral_Type_Description).
Affiliated Reinsurance: Highest affiliated share of total ceded reserves (RC + ModCo) from SS0007.
Caveats: Entity names come from L_LifeInsStat; entities without a matching reference record show their entity key instead.
Regulatory Context
- SSAP No. 26R — Bonds -- quality and classification requirements
- SSAP No. 43R — Loan-backed and Structured Securities
- AG48 — Captive reinsurance guardrails
SSAP References
- SD0010 — Bond quality distribution
- SD0007 — Bond holding detail with CLO identifiers
- SS0007 — Schedule S ceded life reinsurance