U.S. Life Insurer Exposure to Less Liquid Bonds

Life insurers have long held a mix of assets with various liquidity profiles, from the very liquid to the nearly illiquid. In this review we highlight some of the less liquid components of life insurer bond portfolios.

ALIRT Research – Three Weddings (and a Funeral?)

It is commonly held that the present six-year hard market pricing cycle has been a boon for U.S. commercial lines insurers. And this is certainly true, generally. But we must not forget that hard market conditions also generally arise after periods of extended soft pricing behavior and that the latter can result in substantial financial deterioration. It is, in fact, this financial deterioration that ultimately impairs insurers’ balance sheets and drives the “fear” phase of the rate cycle and hence higher rates and tighter terms and conditions.

ALIRT Research – Fronting Insurers Update

Given the recent bombshell regarding fraudulent collateral issues at insurtech Vesttoo – a development which follows closely upon a $60 million collateral dispute write-down by Trisura in 4Q2022 – we provide below an update of ALIRT’s Fronting Company composite as of YE2022 and interim 6 Month 2023 data.

Below Investment Grade Bond Exposure for Life Insurers

Below Investment Grade (BIG) bonds consist of all bonds rated BB+/Ba1 or lower by public rating agencies. In the statutory financial statement, there are four different “Classes” of BIG bonds (and their S&P ratings):

More Trouble Ahead For U.S. Property Insurers? Heeding The Canaries In the Coalmine

ALIRT recently noted the substantial downgrade of Texas property insurer Germania Farm Mutual Insurance Association (GFMIA) followed closely by the liquidation of Kansas-based MutualAid eXchange (MAX). While we would normally not issue special commentary on two relatively obscure insurers, we feel their troubles may signal the need for greater vigilance on the part of distributors as regards their regional property insurer partners. In short, they may reflect proverbial canaries in the coalmine.