Products & Services · Effect of changes in volatilities
Long-Duration Insurance, Other — Effect of changes in volatilities
Chubb Long-Duration Insurance, Other — Effect of changes in volatilities decreased by 81.8% to $2.00M in Q1 2026 compared to the prior quarter. Year-over-year, this metric declined by 87.5%, from $16.00M to $2.00M. This decline may warrant attention — for this metric, higher values are generally preferred.
Analysis
StatementSegment
CategoryRisk
SignalHigher is better
VolatilityVolatile
First reportedQ1 2021
Last reportedQ1 2026Apr 28, 2026
Rolls up toEffect of changes in equity index volatility
How to read this metric
Positive values suggest favorable impacts from volatility shifts, while negative values indicate increased liability costs due to higher market uncertainty.
Detailed definition
Measures the impact of changes in implied market volatility on the valuation of insurance liabilities and associated mar...
Peer comparison
Reported by firms with significant derivative-based or market-linked insurance liabilities.
Metric ID:
cb_segment_long_duration_insurance_other_effect_of_changes_in_volatilitiesHistorical Data
15 periods
| Q2 '21 | Q3 '21 | Q4 '21 | Q1 '22 | Q2 '22 | Q4 '22 | Q1 '23 | Q3 '23 | Q1 '24 | Q3 '24 | Q1 '25 | Q2 '25 | Q3 '25 | Q4 '25 | Q1 '26 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Value | -$16.25M | -$16.25M | -$16.25M | $37.00M | $25.00M | $13.00M | $57.00M | $20.00M | -$20.00M | $22.00M | $16.00M | $3.00M | $0.00 | $11.00M | $2.00M |
| QoQ Change | — | +0.0% | +0.0% | +327.7% | -32.4% | -48.0% | +338.5% | -64.9% | -200.0% | +210.0% | -27.3% | -81.3% | -100.0% | — | -81.8% |
| YoY Change | — | — | — | — | +253.8% | +180.0% | +54.1% | — | -135.1% | +10.0% | +180.0% | — | -100.0% | — | -87.5% |
Range-$20.00M – $57.00M
CAGR-45.0%
Avg YoY Growth+44.4%
Median YoY Growth+32.0%
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Frequently Asked Questions
- What is Chubb's long-duration insurance, other — effect of changes in volatilities?
- Chubb (CB) reported long-duration insurance, other — effect of changes in volatilities of $2.00M in Q1 2026.
- How has Chubb's long-duration insurance, other — effect of changes in volatilities changed year-over-year?
- Chubb's long-duration insurance, other — effect of changes in volatilities decreased by 87.5% year-over-year, from $16.00M to $2.00M.
- What does long-duration insurance, other — effect of changes in volatilities mean?
- The financial impact of changes in market volatility levels on the valuation of insurance liabilities.