ICMR’s mark-to-model valuation for Lloyd’s investments
To assess whether investments in Lloyd’s are worthwhile, investors’ expected returns must be compared against the weighted average cost of capital (WACC).
Those two simple questions motivated our research into how capital markets data could be used to provide answers on Lloyd’s valuation and to measure its evolution over time. This culminated in the ICMR RISX index, launched in May 2021.
ICMR’s estimate is based on the aggregated combined ratio of the RISX equity index constituents.
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