Insurance Capital Markets Research
Bridging Capital & Risk
Independent Research, Quantitative Analytics, and Valuation Services for Investors and (Re)Insurers
The Missing Link in Specialty Insurance
Specialty insurance is a unique, diversifying asset class for investors, but it has historically lacked the transparency required for sophisticated capital allocation.
We exist to fix that. By cleaning, standardising, and modelling granular underwriting data, we provide insight into the “Alpha” and “Beta” that investors seek and the benchmarking that carriers need.
ICMR Offerings
Comprehensive quantitative solutions tailored for the specialty insurance sector.
Data & Research
The foundation for forensic market analysis. Access unparalleled, granular views into syndicate performance and global specialty markets.
- Syndicate Statistics (Book): The definitive reference to understand Lloyd’s and syndicates’ performance.
- ICMR.Data: Every active Lloyd’s syndicate’s underwriting performance in a single database for your own analysis.
Predictive Analytics
Smart portfolio review and modelling. Leverage our innovative predictive modelling engine to gain unique insights into prospective underwriting performance.
- ICMR.Insight: Our prospective AI tool to identify likely outperformers across the cycle at a whole account and gross line of business level.
- ICMR.Quant: Our outside-in underwriting capital model for portfolio construction and rapid scenario testing.
Valuation & Benchmarking
Accurate, Independent, Transparent. Methodologies that smooth the transition between syndicate reporting and incorporate real-time public information.
- Regular NAV Reporting: Timely, transparent breakdown of performance that meets independent valuation criteria for funds.
- ICMR NAV Index: Estimate of Lloyd’s monthly changes in the aggregate NAV going back to July 2006.
- ICMR RISX Index: The world’s first equity-based index for the global specialty (re)insurance market and investments in Lloyd’s.
Consulting Services
Extend your analytical capability. The specialty insurance market is data-rich but insight-poor. Skip the time and expense of building a world-class analytics function in-house.
- Bespoke Analytics: Custom solutions leveraging deep insights into the Lloyd’s data ecosystem.
- Team Extension: Access senior-level Lloyd’s expertise and quantitative modelling without the traditional headcount cost.
Why ICMR? Our Edge & Leadership
Data Foundation We collate and clean financial datasets covering the entire history of modern Lloyd’s syndicates, creating a robust baseline for all our modelling.
Proprietary Models From prospective portfolio modelling to stochastic capital structuring, our tools are built in-house to answer specific high-value questions.
Independent View We are not brokers. Our research is objective, providing the unvarnished analysis needed for effective governance and strategic decisions.
Led by Industry Veterans
We bring decades of experience at the intersection of insurance and capital markets, having served in senior executive, research and pricing roles at Lloyd’s, Lehman Brothers, and beyond.
Markus Gesmann
Co-Founder
Former Head of Analysis at Lloyd’s.
Quentin Moore
Co-Founder
Former Head of Research at Lloyd’s.
Recent Insights & Media
Stay ahead of the curve with our quantitative insights.
Contact
Get in touch
Planning your next strategic move? We are happy to answer any questions about our indices, research, or valuation services.
Email: [email protected]
Company Information
Insurance Capital Markets Research is the trading name of IC Markets Research Ltd.
Registered in England & Wales with company number 12561699.
VAT number GB447914759.