Transaction Types
The targeted mix of transaction types is to use 70% or more property catastrophe reinsurance contracts (UNL). Other transaction types will be considered to enhance the return and risk profile.
-
Property catastrophe reinsurance contracts
- Usually on an excess of loss basis
- Contracts written on a fully collateralised basis
- Notional value of traditional reinsurance is $250+ billion. This allows the Manager to develop a portfolio diversified by geographic region, peril, event order and counter-party
- Target “peak” zones where pricing is more attractive, but monitor other zones as well
- Focus will generally be on higher expected loss/higher rate-on-line (ROL) layers
-
Other transaction types used by the Manager
-
Catastrophe bonds - Debt instruments which are exposed to loss of principal and interest due to property catastrophe claims arising from natural perils
- Similar to traditional property catastrophe reinsurance contracts offering excess of loss protection but in different legal form
- Typically issued for more risk-remote layers of protection (lower expected loss/lower ROL)
- Variety of triggers can be used, including indemnity, industry index loss, modeled loss or parametric triggers
- Will selectively invest in catastrophe bonds at issuance and in the secondary market
-
Industry loss warranties (ILW) - Contracts tied to industry-wide losses
- Contracts can be written in specific geographic regions and for specific perils
- May be used to efficiently hedge some of the portfolio’s risk
-
Sidecar debt and equity - Debt or equity instruments of special purpose vehicles which assume a pro rata (quota share) percentage of premiums and claims on a portfolio of underlying (re)insurance risks
- Offers opportunity to target portions of the sidecar capital structure that best fit the portfolio’s risk and reward profile
- May enhance overall portfolio leverage
-
Specialty reinsurance contracts - Contracts covering claims from exposure to low frequency but high severity risks including risks other than those from natural perils, or which cause losses other than property losses
- Focus on higher expected loss/higher ROL layers with short-tail
- May enhance diversification within the reinsurance portfolio
-
Catastrophe bonds - Debt instruments which are exposed to loss of principal and interest due to property catastrophe claims arising from natural perils
