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Chubb CB Long-Duration Insurance, Other — Interest rate changes
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Where this comes from
Reported directly by Chubb in its filing.
Tagged under the XBRL concept us-gaap:MarketRiskBenefitIncreaseDecreaseFromInterestRateChange.
The source filing: Chubb’s 10-Q, filed April 28, 2026.
- Filed
- Apr 28, 2026, 3:42 PM EDT
- Fiscal quarter
- Q1 FY2026
- Calendar quarter
- Q1 2026
- Accession
- 0000896159-26-000011
| (in millions of U.S. dollars) | Three Months Ended March 31 / 2026 | Three Months Ended March 31 / 2025 |
|---|---|---|
| Balance – beginning of period | $659 | $607 |
| Balance, beginning of period, before effect of changes in the instrument-specific credit risk | 636 | 592 |
| Interest rate changes | (11) | 46 |
| Effect of market movements (1) | 42 | 52 |
| Effect of changes in volatilities | 2 | 16 |
| Actual policyholder behavior different from expected behavior | (4) | 16 |
| Effect of timing and all other | (34) | (25) |
| Balance, end of period, before effect of changes in the instrument-specific credit risk | $631 | $697 |
ITEM 1. Financial Statements
FAQ
- What is Chubb's long-duration insurance, other — interest rate changes?
- Chubb (CB) reported long-duration insurance, other — interest rate changes of -$11M in Q1 2026.
- How has Chubb's long-duration insurance, other — interest rate changes changed year-over-year?
- Chubb's long-duration insurance, other — interest rate changes decreased by 123.9% year-over-year, from $46M to -$11M.
- What is the long-term trend for Chubb's long-duration insurance, other — interest rate changes?
- Over 2 years (2021 to 2024), Chubb's long-duration insurance, other — interest rate changes has grown at a -9.0% compound annual growth rate (CAGR), from -$157M to -$130M.
- What does long-duration insurance, other — interest rate changes mean?
- Reflects the impact of fluctuations in market interest rates on the valuation of long-duration insurance liabilities. Because these liabilities are sensitive to discount rate changes, this metric quantifies the gain or loss resulting from yield curve movements. It is a primary driver of earnings volatility for insurers with long-dated obligations.
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