Securitizations

Our actuaries have helped a number of clients with understanding and evaluating securitization alternatives. In addition to modeling the securitization arrangement, they can advise you on:

  • possible structures for the securitization arrangement;
  • creation of the captive reinsurance company and the reinsurance relationship;
  • involvement of a third-party reinsurer;
  • design of the trust agreements;
  • involvement of a financial guarantor; and
  • relating accounting treatment and issues.