← modelrisk.app
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Assumptions
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A-052
interest rate model domain
CIR volatility (sigma)
A-052
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active
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high sensitivity
Value
3-factor: [0.08, 0.06, 0.03]
source
Calibrated to historical vol + NAIC criteria
derivation
data_calibrated
quality
calibrated
next review due
2026-12-31