Insurance & capital markets

Measuring value creation for non-listed insurers

  • Our in-depth modelling of both Lloyd’s and public capital markets enables us to look at value in the Lloyd’s market, as illustrated in our Lime Street Value Creation Index (LVCI)
    • This measures the total return and thereby value created through the publicly listed parent companies of Lloyd’s managing agencies from January 2006 - ICMR’s own version of a “Lloyd’s Index”
    • This is not a theoretical index, but comprises liquid tradeable underlying securities
    • Our insurance and capital market modelling facilitates real time valuation of private London Market insurers

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