Senate Bill sb1904

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    Florida Senate - 2002                                  SB 1904

    By Senator Holzendorf





    2-1101-02                                               See HB

  1                      A bill to be entitled

  2         An act relating to investment of assets by

  3         insurers; amending s. 625.012, F.S.; including

  4         certain derivative instruments as assets of an

  5         insurer; amending s. 625.305, F.S.; revising

  6         limitations on certain investments eligible for

  7         diversification; amending s. 625.324, F.S.;

  8         expanding eligible corporate stocks authorized

  9         for investment by insurers; creating ss.

10         625.341, 641.2255, F.S.; providing for

11         financial derivative instruments for certain

12         insurers and organizations; specifying

13         requirements; requiring certain systems for

14         certain purposes; providing requirements for an

15         insurer's board of directors; requiring

16         insurers to maintain certain documentation;

17         providing requirements for derivative

18         instruments; amending s. 641.35, F.S.;

19         specifying certain derivative instruments as

20         assets of a health maintenance organization;

21         providing an exception to an exclusion of

22         certain assets for certain purposes; providing

23         for investment of health maintenance

24         organization funds in certain corporate stocks

25         under certain circumstances; providing a

26         limitation; providing for investment of health

27         maintenance organization funds in excess of

28         certain reserves or surplus under certain

29         circumstances; providing a limitation;

30         providing for retroactive operation; providing

31         an effective date.

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    Florida Senate - 2002                                  SB 1904
    2-1101-02                                               See HB




  1  Be It Enacted by the Legislature of the State of Florida:

  2

  3         Section 1.  Present subsection (16) of section 625.012,

  4  Florida Statutes, is renumbered as subsection (17) and a new

  5  subsection (16) is added to that section to read:

  6         625.012  "Assets" defined.--In any determination of the

  7  financial condition of an insurer, there shall be allowed as

  8  "assets" only such assets as are owned by the insurer and

  9  which consist of:

10         (16)  Derivative instruments used for hedging, income

11  enhancement, or replication of other investment instruments,

12  provided the derivative instruments are not contributing to

13  financial leverage or speculation. For purposes of this

14  chapter, "hedging" means investment in an asset to reduce

15  overall risk, "income enhancement" means use of an existing

16  asset to modestly increase return without increasing risk, and

17  "replication" means combining two or more assets to duplicate

18  the characteristics of the desired asset.

19         Section 2.  Paragraph (a) of subsection (2) of section

20  625.305, Florida Statutes, is amended to read:

21         625.305  Diversification.--

22         (2)  Investments eligible under subsection (1), except

23  investments acquired pursuant to s. 625.331, are subject to

24  the following limitations:

25         (a)  The cost of investments made by insurers in stock

26  authorized by s. 625.324 shall not exceed 30 15 percent of the

27  insurer's admitted assets; the cost of such investment in

28  common stocks shall not exceed 20 10 percent of the insurer's

29  admitted assets; and the cost of such investment in stock of

30  any one corporation, excluding diversified investment

31  companies or common trust funds, shall not exceed 3 percent of

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    Florida Senate - 2002                                  SB 1904
    2-1101-02                                               See HB




  1  the insurer's admitted assets. Notwithstanding any other

  2  provision in this chapter, the cost basis or market value, if

  3  lower, of all stock investment shall be used for the purpose

  4  of determining the asset value against which such percentage

  5  limitations are to be applied.

  6         Section 3.  Section 625.324, Florida Statutes, is

  7  amended to read:

  8         625.324  Corporate stocks.--An insurer may invest in

  9  stocks, common or preferred, of any corporation created or

10  existing under the laws of the United States or of any state

11  or Canada or any province thereof.  An insurer may invest in

12  stocks, common or preferred, of any corporation created or

13  existing under the laws of any foreign country other than

14  Canada if such stocks are listed and traded on a national

15  securities exchange in the United States, listed or traded on

16  foreign securities exchanges, traded in foreign

17  over-the-counter markets subject to a governing authority

18  authorized for such purposes in the foreign country, or, in

19  the alternative, if such investment in stocks of any

20  corporation created or existing under the laws of any foreign

21  country are first approved by the department.  Nothing in this

22  section shall apply to qualifying investments made by an

23  insurer in a foreign country under authority of s. 625.326.

24         Section 4.  Section 625.341, Florida Statutes, is

25  created to read:

26         625.341  Financial derivative instruments.--An insurer

27  may invest any of its funds in options, warrants, or futures,

28  as defined in the National Association of Insurance

29  Commissioners Derivative Instruments Model Regulation adopted

30  in October 1997, subject to the following requirements:

31

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    Florida Senate - 2002                                  SB 1904
    2-1101-02                                               See HB




  1         (1)  A derivative transaction is an investment by an

  2  insurer in a derivative instrument and is limited to options,

  3  warrants, or futures.

  4         (2)  Before engaging in a derivative transaction, an

  5  insurer shall establish written guidelines that shall be used

  6  for effecting and maintaining the transactions. The guidelines

  7  shall:

  8         (a)  Address investment or, if applicable, underwriting

  9  objectives and risk constraints, such as credit risk limits.

10         (b)  Address permissible transactions and the

11  relationship of those transactions to its operations, such as

12  a precise identification of the risks being hedged by a

13  derivative transaction.

14         (c)  Require compliance with internal control

15  procedures.

16         (3)  An insurer shall have a system for determining

17  whether a derivative instrument used for hedging has been

18  effective.

19         (4)  An insurer shall have a credit risk management

20  system for over-the-counter derivative transactions that

21  measures credit risk exposure using the counterparty exposure

22  amount. A counterpart is a business entity other than an

23  exchange or clearinghouse.

24         (5)  An insurer's board of directors shall, in

25  accordance with relevant state regulations:

26         (a)  Approve the guidelines required by subsection (1)

27  and the systems required by subsections (2) and (3).

28         (b)  Determine whether the insurer has adequate

29  professional personnel, technical expertise, and systems to

30  implement investment practices involving derivative

31  instruments.

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    Florida Senate - 2002                                  SB 1904
    2-1101-02                                               See HB




  1         (6)  An insurer shall maintain the following

  2  documentation and records relating to each derivative

  3  transaction:

  4         (a)  The purposes of the transactions.

  5         (b)  The assets or liabilities to which the transaction

  6  relates.

  7         (c)  The specific derivative instrument used in the

  8  transaction.

  9         (d)  For over-the-counter derivative transactions, the

10  name of the counterparty and the counterparty exposure amount.

11         (e)  For exchange traded derivative instruments, the

12  name of the exchange and the name of the firm that handled the

13  trade.

14         (7)  Each derivative instrument shall be:

15         (a)  Traded on a qualified exchange;

16         (b)  Entered into with, or guaranteed by, a business;

17         (c)  Issued or written by or entered into with the

18  issuer of the underlying interest on which the derivative

19  instrument is based; or

20         (d)  Entered into with a qualified foreign exchange.

21         Section 5.  Section 641.2255, Florida Statutes, is

22  created to read:

23         641.2255  Financial derivative instruments.--An

24  organization may invest any of its funds in options, warrants,

25  and futures, as defined in the National Association of

26  Insurance Commissioners Derivative Instruments Model

27  Regulation adopted in October 1997, subject to the following

28  requirements:

29         (1)  A derivative transaction is an investment by an

30  organization in a derivative instrument and is limited to

31  options, warrants, or futures.

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    Florida Senate - 2002                                  SB 1904
    2-1101-02                                               See HB




  1         (2)  Before engaging in a derivative transaction, an

  2  organization shall establish written guidelines that shall be

  3  used for effecting and maintaining the transactions. The

  4  guidelines shall:

  5         (a)  Address investment or, if applicable, underwriting

  6  objectives and risk constraints, such as credit risk limits.

  7         (b)  Address permissible transactions and the

  8  relationship of those transactions to its operations, such as

  9  a precise identification of the risks being hedged by a

10  derivative transaction.

11         (c)  Require compliance with internal control

12  procedures.

13         (3)  An organization shall have a system for

14  determining whether a derivative instrument used for hedging

15  has been effective.

16         (4)  An organization shall have a credit risk

17  management system for over-the-counter derivative transactions

18  that measures credit risk exposure using the counterparty

19  exposure amount. A counterpart is a business entity other than

20  an exchange or clearinghouse.

21         (5)  An organization's board of directors shall, in

22  accordance with relevant state regulations:

23         (a)  Approve the guidelines required by subsection (1)

24  and the systems required by subsections (2) and (3).

25         (b)  Determine whether the organization has adequate

26  professional personnel, technical expertise, and systems to

27  implement investment practices involving derivative

28  instruments.

29         (6)  An organization shall maintain the following

30  documentation and records relating to each derivative

31  transaction:

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    Florida Senate - 2002                                  SB 1904
    2-1101-02                                               See HB




  1         (a)  The purposes of the transactions.

  2         (b)  The assets or liabilities to which the transaction

  3  relates.

  4         (c)  The specific derivative instrument used in the

  5  transaction.

  6         (d)  For over-the-counter derivative transactions, the

  7  name of the counterparty and the counterparty exposure amount.

  8         (e)  For exchange traded derivative instruments, the

  9  name of the exchange and the name of the firm that handled the

10  trade.

11         (7)  Each derivative instrument shall be:

12         (a)  Traded on a qualified exchange;

13         (b)  Entered into with, or guaranteed by, a business;

14         (c)  Issued or written by or entered into with the

15  issuer of the underlying interest on which the derivative

16  instrument is based; or

17         (d)  Entered into with a qualified foreign exchange.

18         Section 6.  Subsection (1), paragraph (b) of subsection

19  (2), and subsections (14) and (15) of section 641.35, Florida

20  Statutes, are amended, to read:

21         641.35  Assets, liabilities, and investments.--

22         (1)  ASSETS.--In any determination of the financial

23  condition of a health maintenance organization, there shall be

24  allowed as "assets" only those assets that are owned by the

25  health maintenance organization and that consist of:

26         (a)  Cash or cash equivalents in the possession of the

27  health maintenance organization, or in transit under its

28  control, including the true balance of any deposit in a

29  solvent bank, savings and loan association, or trust company

30  which is domiciled in the United States. Cash equivalents are

31  short-term, highly liquid investments, with original

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    Florida Senate - 2002                                  SB 1904
    2-1101-02                                               See HB




  1  maturities of 3 months or less, which are both readily

  2  convertible to known amounts of cash and so near their

  3  maturity that they present insignificant risk of changes in

  4  value because of changes in interest rates.

  5         (b)  Investments, securities, properties, and loans

  6  acquired or held in accordance with this part, and in

  7  connection therewith the following items:

  8         1.  Interest due or accrued on any bond or evidence of

  9  indebtedness which is not in default and which is not valued

10  on a basis including accrued interest.

11         2.  Declared and unpaid dividends on stock and shares,

12  unless the amount of the dividends has otherwise been allowed

13  as an asset.

14         3.  Interest due or accrued upon a collateral loan

15  which is not in default in an amount not to exceed 1 year's

16  interest thereon.

17         4.  Interest due or accrued on deposits or certificates

18  of deposit in solvent banks, savings and loan associations,

19  and trust companies domiciled in the United States, and

20  interest due or accrued on other assets, if such interest is

21  in the judgment of the department a collectible asset.

22         5.  Interest due or accrued on current mortgage loans,

23  in an amount not exceeding in any event the amount, if any, of

24  the excess of the value of the property less delinquent taxes

25  thereon over the unpaid principal; but in no event shall

26  interest accrued for a period in excess of 90 days be allowed

27  as an asset.

28         (c)  Premiums in the course of collection, not more

29  than 3 months past due, less commissions payable thereon.  The

30  foregoing limitation shall not apply to premiums payable

31

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    Florida Senate - 2002                                  SB 1904
    2-1101-02                                               See HB




  1  directly or indirectly by any governmental body in the United

  2  States or by any of their instrumentalities.

  3         (d)  The full amount of reinsurance recoverable from a

  4  solvent reinsurer, which reinsurance is authorized under s.

  5  624.610.

  6         (e)  Pharmaceutical and medical supply inventories.

  7         (f)  Goodwill created by acquisitions and mergers

  8  occurring on or after January 1, 2001.

  9         (g)  Loans or advances by a health maintenance

10  organization to its parent or principal owner if approved by

11  the department.

12         (h)  Derivative instruments used for hedging, income

13  enhancement, or replication of other investment instruments,

14  provided the derivative instruments are not contributing to

15  financial leverage or speculation. For purposes of this

16  chapter, "hedging" means investment in an asset to reduce

17  overall risk, "income enhancement" means use of an existing

18  asset to modestly increase return without increasing risk, and

19  "replication" means combining two or more assets to duplicate

20  the characteristics of the desired asset.

21         (i)(h)  Other assets, not inconsistent with the

22  provisions of this section, deemed by the department to be

23  available for the payment of losses and claims, at values to

24  be determined by it.

25

26  The department, upon determining that a health maintenance

27  organization's asset has not been evaluated according to

28  applicable law or that it does not qualify as an asset, shall

29  require the health maintenance organization to properly

30  reevaluate the asset or replace the asset with an asset

31  suitable to the department within 30 days of receipt of

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    Florida Senate - 2002                                  SB 1904
    2-1101-02                                               See HB




  1  written notification by the department of this determination,

  2  if the removal of the asset from the organization's assets

  3  would impair the organization's solvency.

  4         (2)  ASSETS NOT ALLOWED.--In addition to assets

  5  impliedly excluded by the provisions of subsection (1), the

  6  following assets expressly shall not be allowed as assets in

  7  any determination of the financial condition of a health

  8  maintenance organization:

  9         (b)  Any note or account receivable from or advances to

10  officers, directors, or controlling stockholders, whether

11  secured or not, and advances to employees, agents, or other

12  persons on personal security only, other than those

13  transactions authorized under paragraph (1)(g), unless such

14  note or account receivable is payable by the controlling

15  stockholder or entity to the health maintenance organization

16  and is secured by assets that are allowable as admitted assets

17  under this section.

18         (14)  SPECIAL LIMITATION INVESTMENTS.--

19         (a)  After satisfying the requirements of this part,

20  any funds of the health maintenance organization may be

21  invested in the following investments, subject to a cost

22  limitation of 10 percent of its admitted assets in each

23  category of investment:

24         1.  Anticipation obligations of political subdivisions

25  of a state.--Anticipation obligations of any political

26  subdivision of any state of the United States, including, but

27  not limited to, bond anticipation notes, tax anticipation

28  notes, preliminary loan anticipation notes, revenue

29  anticipation notes, and construction anticipation notes, for

30  the payment of money within 12 months from the issuance of the

31  obligation, on the following conditions:

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    Florida Senate - 2002                                  SB 1904
    2-1101-02                                               See HB




  1         a.  The anticipation notes are a direct obligation of

  2  the issuer under conditions set forth in subsection (9).

  3         b.  The political subdivision is not in default in the

  4  payment of the principal or interest on any of its direct

  5  general obligations or any obligation guaranteed by such

  6  political subdivision.

  7         c.  The anticipated funds are specifically pledged to

  8  secure the obligations.

  9         2.  Revenue obligations of state or municipal public

10  utilities.--Obligations of any state of the United States, a

11  political subdivision thereof, or a public instrumentality of

12  any one or more of the foregoing for the payment of money, on

13  the following conditions:

14         a.  The obligations are payable from revenues or

15  earnings of a public utility of such state, political

16  subdivision, or public instrumentality which are specifically

17  pledged therefor.

18         b.  The law under which the obligations are issued

19  requires that such rates for service shall be charged and

20  collected at all times so as to produce sufficient revenue or

21  earning, together with any other revenues or moneys pledged,

22  to pay all operating and maintenance charges of the public

23  utility and all principal and interest on such charges.

24         c.  No prior or parity obligations payable from the

25  revenues or earnings of that public utility are in default at

26  the date of such investment.

27         3.  Other revenue obligations.--Obligations of any

28  state of the United States, a political subdivision thereof,

29  or a public instrumentality of any of the foregoing for the

30  payment of money, on the following conditions:

31

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    Florida Senate - 2002                                  SB 1904
    2-1101-02                                               See HB




  1         a.  The obligations are payable from revenues or

  2  earnings, excluding revenues or earnings from public

  3  utilities, specifically pledged therefor by such state,

  4  political subdivision, or public instrumentality.

  5         b.  No prior or parity obligation of the same issuer

  6  payable from revenues or earnings from the same source has

  7  been in default as to principal or interest during the 5 years

  8  next preceding the date of the investment, but the issuer need

  9  not have been in existence for that period, and obligations

10  acquired under this paragraph may be newly issued.

11         4.  Corporate stocks.--Stocks, common or preferred, of

12  any corporation created or existing under the laws of the

13  United States or any state thereof.  The organization may

14  invest in stocks, common or preferred, of any corporation

15  created or existing under the laws of any foreign country if

16  such stocks are listed and traded on a national securities

17  exchange in the United States or, in the alternative, if such

18  investment in stocks of any corporation created or existing

19  under the laws of any foreign country are first approved by

20  the department. Investment in common stock of any one

21  corporation shall not exceed 3 percent of the health

22  maintenance organization's admitted assets.

23         (b)  After satisfying the requirements of this part,

24  any funds of the health maintenance organization may be

25  invested, subject to a cost limitation of 20 percent of its

26  admitted assets, in stocks, common or preferred, of any

27  corporation created or existing under the laws of the United

28  States or any state thereof. The organization may invest in

29  stocks, common or preferred, of any corporation created or

30  existing under the laws of any foreign country if such stocks

31  are listed and traded on a national securities exchange in the

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    Florida Senate - 2002                                  SB 1904
    2-1101-02                                               See HB




  1  United States, listed and traded on foreign securities

  2  exchanges, or traded in foreign over-the-counter markets

  3  subject to a governing authority authorized for such purposes

  4  in the foreign country, or, in the alternative, if such

  5  investment in stocks of any corporation created or existing

  6  under the laws of any foreign country are first approved by

  7  the department. Investment in common stock of any one

  8  corporation, excluding diversified investment companies or

  9  common trust funds, shall not exceed 3 percent of the health

10  maintenance organization's admitted assets.

11         (c)(b)  After satisfying the requirements of this part,

12  the health maintenance organization may invest its funds and

13  accumulations in the following investments, subject to a cost

14  limitation of 5 percent of admitted assets in each category of

15  investment:

16         1.  Obligations of the International Bank for

17  Reconstruction and Development.--Obligations issued or

18  guaranteed by the International Bank for Reconstruction and

19  Development.

20         2.  Obligations of the Inter-American Development

21  Bank.--Obligations issued or guaranteed by the Inter-American

22  Development Bank.

23         3.  Obligations of the Asian Development

24  Bank.--Obligations issued or guaranteed by the Asian

25  Development Bank.

26         4.  Obligations of the State of Israel.--Direct

27  obligations of the State of Israel for the payment of money,

28  or obligations for the payment of money which are guaranteed

29  as to the payment of principal and interest by the State of

30  Israel, on the condition that the State of Israel shall not be

31  in default in the payment of principal or interest on any of

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    Florida Senate - 2002                                  SB 1904
    2-1101-02                                               See HB




  1  its direct, general obligations on the date of such

  2  investment.

  3         5.  Obligations of the African Development

  4  Bank.--Obligations issued or guaranteed by the African

  5  Development Bank.

  6         6.  Obligations of the Government of Canada or any

  7  province thereof.--Obligations issued or guaranteed by the

  8  Government of Canada or any province thereof.

  9         7.  Obligations of the International Finance

10  Corporation.--Obligations issued or guaranteed by the

11  International Finance Corporation.

12         (15)  SPECIAL CONSENT INVESTMENT OF EXCESS FUNDS.--

13         (a)  After satisfying the requirements of this part,

14  any funds of a health maintenance organization in excess of

15  its statutorily required reserves and surplus may be invested:

16         1.  Without limitation in any investments otherwise

17  authorized by this part; or

18         2.  In such other investments not specifically

19  authorized by this part provided such investments do not

20  exceed the lesser 5 percent of the health maintenance

21  organization's admitted assets or 25 percent of the amount by

22  which a health maintenance organization's surplus exceeds its

23  statutorily required minimum surplus. A health maintenance

24  organization may exceed the limitations of this subparagraph

25  only with the prior written approval of the department.

26         (b)  Nothing in this section authorizes a health

27  maintenance organization to:

28         1.  Invest any funds in excess of the amount by which

29  its actual surplus exceeds its statutorily required minimum

30  surplus; or

31

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    Florida Senate - 2002                                  SB 1904
    2-1101-02                                               See HB




  1         2.  Make any investment prohibited by this code Any

  2  investment of the health maintenance organization's funds not

  3  enumerated in this part requires the prior approval of the

  4  department.

  5         Section 7.  This act shall take effect upon becoming a

  6  law and shall operate retroactively to January 1, 2002.

  7

  8            *****************************************

  9                       LEGISLATIVE SUMMARY

10
      Includes derivative instruments used for hedging, income
11    enhancement, or replication of other investment
      instruments as assets of an insurer or health maintenance
12    organization. Revises limitations on investments eligible
      for diversification by insurers and health maintenance
13    organizations. Expands eligible corporate stocks
      authorized for investment by insurers and health
14    maintenance organizations. Authorizing investment in
      financial derivative instruments by insurers and health
15    maintenance organizations and specifies requirements. See
      bill for details.
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