Analyze insurance-linked securities opportunities and CAT bond structuring. Models investor returns and sponsor protection levels.
Structuring insurance-linked securities and CAT bonds requires complex analysis of trigger structures, investor returns, sponsor protection levels, and basis risk. Manual modeling takes weeks and limits the ability to respond quickly to market opportunities.
Specialized ILS modeling platform that analyzes trigger structures (indemnity, parametric, index), models investor returns under various loss scenarios, optimizes sponsor protection levels, and compares ILS vs. traditional reinsurance economics.
Model 100+ ILS structures in days vs. weeks
Optimize trigger design for sponsor and investors
Compare ILS vs. traditional reinsurance economics
Basis risk analysis and quantification
Market timing for optimal ILS issuance
Annual CAT bond issuance evaluation
ILS vs. traditional reinsurance comparison
Trigger structure optimization
Investor return and sponsor protection modeling
Model capital requirements under multiple regulatory frameworks. Optimizes capital allocation across business units and geographies.
Analyze and price retrocessional coverage structures. Optimizes reinsurer protection programs and capital relief strategies.
Structure and monitor sidecar arrangements and special purpose vehicles. Tracks collateral requirements and investor reporting.