Liquid instruments reflecting industry value creation
Our modelling of both Lloyd's and public capital markets has facilitated our Lime Street Value Creation Index (LVCI).
- This measures the total return from the publicly listed parent companies of Lloyd's managing agencies from July 2006 - ICMR's own version of a “Lloyd's Index”
- We maintain Lloyd's models (both capital and underwriting) which use this framework to provide steady state valuations of private insurers
- We maintain capital market models which measure the potential over or undervaluation of publicly listed insurers
- For further information and a demo on this and its underlying data, as well as our other initiatives, please contact us