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Stress testing reinsurance carrier resilience to reserve shocks – how much of a hit can they withstand?
1. Executive summary Litmus’ research suggests a significant overall resilience to major reserve stresses across 35 1 leading non-life...
Litmus Analysis
May 22, 20229 min read
S&P’s surprise second capital model RfC extension: how and when will the final outcome be deployed?
Content summary S&P’s1 second RfC extension (to April 29th), and the sheer volume of questions S&P appears to be receiving, mean we are...
Litmus Analysis
Apr 5, 20225 min read
Winners and losers are inevitable from S&P’s capital model proposals
S&P flagged the impending arrival of an RfC1 on changes to its capital model 9 weeks ago, and the details of those changes hit the desks...
Litmus Analysis
Dec 10, 20213 min read
Solvency II shows Acromas, Sabre and Admiral Gibraltar delivering 5 years of stand-out UK motor underwriting performance
Report Summary 5 years of Solvency II (“SII”) reporting allows a focussed look at gross, ceded and net underwriting performance by line....
Litmus Analysis
Sep 30, 20215 min read
Reinsurance Renewal Roundup Mid-year 2021
An examination of the P&C treaty renewals of the big four European reinsurance groups Lewis Phillips Consultant Analyst The four major...
Litmus Analysis
Aug 30, 20216 min read
The devil is in the detail of rating agency insurer and reinsurer peer analysis
How getting it right is crucial to ratings Comparisons to peers play a fundamental role in how major rating agencies assess insurers...
Litmus Analysis
Jul 27, 20217 min read
Aviva France downgrades highlight a key risk for rating users.
How a change in group strategy can trigger individual carrier rating downgrades and how to manage the risk. Unexpected rating downgrades...
Litmus Analysis
May 12, 20212 min read
Litmus launches new re/insurer counterparty credit stress testing service LitmusQST
Litmus Analysis today announced the launch of LitmusQST , a ‘plug and play’ service for insurers and reinsurers looking to stress test...
Litmus Analysis
Feb 19, 20212 min read
Re/insurer stress-testing in the spotlight – Regulators take aim
The ability of insurers and reinsurers to meet their policyholder obligations has always been a major concern for their clients. This is...
Litmus Analysis
Feb 11, 20213 min read
Important considerations for understanding the A.M. Best PCA’s on Group Ark and Vantage Risk
Group Ark and Vantage Risk have both received “Preliminary Credit Assessments” (“PCAs”) from A.M. Best. While Litmus believes these...
Litmus Analysis
Nov 13, 20203 min read
Commentary on S&P’s “Resilient for Now: A second wave could eat into insurers’ capital” Article
S&P says insurer ratings resilient for now but potential pressure coming from erosion of capital buffers S&P’s latest commentary...
Litmus Analysis
Jul 20, 20203 min read
Challenges on the horizon for some (re)insurers
A.M. Best moves to COVID-19 phase 2 Stuart Shipperlee Head of Analytics Rowena Potter Senior Consultant Analyst Earlier this week A.M....
Litmus Analysis
May 20, 20202 min read
Rating agency (re)insurer COVID-19 driven actions differ very substantially (so far)
Ratings activity from the major agencies has differed very substantially in the first months of the pandemic’s global impact Stuart...
Litmus Analysis
Apr 29, 20202 min read
Reinsurance Renewal Roundup January 2020
An examination of the P&C treaty renewals of the big four European reinsurance groups Lewis Phillips Consultant Analyst Lucy Stupples...
Litmus Analysis
Apr 6, 20206 min read
Guidance for rated insurers on S&P’s new approach
Key changes to S&P’s InsurersRating Methodology: A primer and Litmus guidance. S&P recently completed a “Request for Comment” (”RfC”)...
Litmus Analysis
Apr 16, 20193 min read
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