RMS

Solutions: Risk Transfer

Optimize Your Protection

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 De-risking

Pension Buy-outs + Buy-ins

Swaps: Pensions + Life

Risk Transfer to the Capital Markets

RMS has a dedicated team for capital markets transactions, providing support to clients in the application of modeling to insurance-linked securities.

Expertized Modeling Agent

Design a transaction and provide a risk report for a proposed transaction

Rating Agency Liaison

Work with the rating agency to get a successful rating on the transaction

Development of the Offering Circular

Provide supporting methodology and legal documentation for potential investors

Investor Roadshow

Make presentations to potential investors as part of the marketing of the transaction

Calculation Agent

Provide independent arbitration of settlement

LifeRisks Presentations

View presentations about mortality risk transfer

  • Market Watch
    Vita

    Rated capital markets bond by Swiss Re to provide protection against extreme excess mortality events internationally

  • ARTEMIS
    Kortis

    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.

  • The Actuary
    AEGON / Deutsche Bank

    Privately placed transaction by Deutsche Bank on behalf of AEGON, to provide protection against extreme longevity risk in the Netherlands.

Designing Successful Transactions

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.

Structure Transactions
Set Attachment and Exhaustion Point
Assess Technical Rate
Basis Risk Analysis
Sensitivity Analysis
Diagnostics of Risk Drivers
Success Chart