Understanding (re)insurance portfolio valuation in real time
Annual returns of the ‘RISX’ equity index of listed companies with Lloyd’s businesses remained strong, and with lower correlation
Successful leaders and smart follow-onlys likely to benefit at the expense of a middle market squeeze
Enhance solvency using swaps to take advantage immediately post-event
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.
RISX index suggests tidy return for Ascot’s investors
What do capital markets tell us about premium rate change for the global specialty (re)insurance industry?
This article outlines some of the drivers behind the creation of the RISX index
ICMR launches innovative new ‘(re)insurance specialty equity index’ and selects Moorgate Benchmarks as its administrator
Research by ICMR shows that comparing stock performance of specialty re/insurance companies with the S&P 500 can provide new insight into the state of the insurance cycle
Introducing the London Insurance Market Index