Risk Assessment

Risk assessment research focuses on issues such as the parameterization of natural catastrophes and exposure management. We conduct ongoing research on subjects relating to our industry and portfolios, which we make available to investors through our secure website. Our broad portfolio team has expertise which spans both the quantitative side of the risk modeling as well as the reinsurance underwriting component. In addition to our internal resources, Nephila maintains relationships with various third party experts (primarily leading academics in the fields of finance, oceanography, weather or the study of hurricanes) who conduct additional research into specific problems on our behalf.

Market Dynamics

Market dynamics research focuses on the various pressures affecting the participants in the traditional reinsurance, catastrophe bond and Industry Loss Warranty (ILW) markets. As a consequence of our position as one of the leading manager in our space, as well as our well-established position in the reinsurance market, we have access to a wealth of information that is not easily accessible to new market entrants or more casual market participants. This information is harnessed internally and used to develop strategies and identify trends in the various markets.

Portfolio Construction

Portfolio construction research has focused on relative value among catastrophe market sectors (e.g. traditional reinsurance, retrocession, ILWs, or cat bonds), with an emphasis on matching portfolio risk return parameters with investor appetite and expectations. We have conducted extensive research into quantifying investor preferences and can provide custom solutions to our investors in the context of their overall investment profile.

If you are an existing investor, please contact us to learn more about our research.