Insurance Indices

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

LVCI vs SP 500

  • For further information and a demo on this and its underlying data, as well as our other initiatives, please contact us