Capital partners
A disciplined route into parametric and industry loss warranty risk, with diversification away from traditional catastrophe concentration, sourced and structured by an experienced team.
The opportunity
We blend liquid, standardised market risk with higher margin bespoke parametric, written alongside rated reinsurance markets.
ILW and market risk
Liquid, standardised and scalable: US wind, European cat, terrorism and retro style placements.
Corporate parametric
Bespoke, higher margin and data driven: supply chain, energy production and business interruption.
Agriculture and emerging
High volume and scalable across growth markets: rainfall and drought index, flood and smallholder schemes.
Portfolio profile
| Structure | A mix of parametric contracts and industry loss warranty style placements |
| Tenor | Predominantly 12 months or less |
| Limit profile | Available on request |
| Geography | US, Europe, Asia and emerging markets |
| Counterparties | Participation alongside rated reinsurance markets |
Common questions
What is the opportunity for capital partners?
It is a disciplined route into parametric and industry loss warranty risk, with diversification away from traditional catastrophe concentration, sourced and structured by an experienced team. The portfolio blends liquid, standardised market risk with higher margin bespoke parametric, written alongside rated reinsurance markets.
What types of risk are included in the portfolio?
The portfolio spans ILW and market risk such as US wind, European cat, terrorism and retro style placements, corporate parametric such as supply chain, energy production and business interruption, and agriculture and emerging market risk such as rainfall and drought index, flood and smallholder schemes.
What is the typical tenor of these placements?
The portfolio is predominantly structured with a tenor of 12 months or less, across a mix of parametric contracts and industry loss warranty style placements.
Who are the counterparties?
Participation sits alongside rated reinsurance markets, across geography spanning the US, Europe, Asia and emerging markets.
How is data integrity ensured?
Structures rely on independent third party data only, with rigorous validation of quality and method and no reliance on counterparty data.
How is basis risk assessed?
Basis risk is assessed at structuring as part of trigger design, alongside trigger robustness and transparency, client alignment and payout accuracy, supported by statistical modelling, portfolio level stress testing and correlation analysis.
Underwriting and risk discipline
Credibility through process, not presentation.
Data integrity
- Independent third party data only
- Rigorous validation of quality and method
- No reliance on counterparty data
See our guide to why independent data matters.
Modelling and analysis
- Statistical modelling and simulation
- Portfolio level stress testing
- Diversification and correlation analysis
Trigger design
- Trigger robustness and transparency
- Basis risk assessed at structuring
- Client alignment and payout accuracy