RMS analytics are used to design and support risk transfer decisions that protect companies and optimize their capital efficiency. RMS models provide an independent and objective view of the risk for both sides of the transaction. Narrative and scenarios from the models help both sides develop an intuitive understanding of the risk being transfered.
Risk transfer provides financial protection and capital efficiency gains, including mitigation of regulatory capital requirements. RMS provides detailed analysis and deep risk insights to assess the value of risk transfer.
Capital Markets Securitization & Trading
Quota Share Reinsurance
Life Catastrophe Reinsurance
Pension Buy-outs + Buy-ins
Swaps: Pensions + Life
RMS has a dedicated team for capital markets transactions, providing support to clients in the application of modeling to insurance-linked securities.
Design a transaction and provide a risk report for a proposed transaction
Work with the rating agency to get a successful rating on the transaction
Provide supporting methodology and legal documentation for potential investors
Make presentations to potential investors as part of the marketing of the transaction
Provide independent arbitration of settlement
Rated capital markets bond by Swiss Re to provide protection against extreme excess mortality events internationally
First rated longevity bond successfully placed in the capital markets by Swiss Re, provides protection for mortality divergence between US life book and UK annuitants.
Privately placed transaction by Deutsche Bank on behalf of AEGON, to provide protection against extreme longevity risk in the Netherlands.
The design of a successful transaction is a partnership between the sponsor of the risk, the intermediary, and the modeler. RMS works as part of the team to bring risk insights to the design of a successful transaction.