Diversification of risk across products and geographies is central to our risk management framework and key to our long-term stability.  It is one of the reasons we are able to assume insurance, reinsurance and capital market risk for clients in such a wide range of industries and forms.

A multi-disciplinary approach allows PartnerRe to be responsive to changes in the economic, market and regulatory environments, offering our clients new products that allow them to take advantage of these changes as well.

Our ability to analyze and quantify risk, coupled with strong underwriting and capital market capabilities allows us to make intelligent risk selections and establish capital requirements with consistent, common metrics.

Our approach builds value for PartnerRe clients and shareholders, and reduces our vulnerability and client’s vulnerability to shock losses.

Maximum Risk Limits
At September 30, 2014

Natural Catastrophe  |  Long Tail Reinsurance  |  Market Risk  |  Interest Rate |  Default and Credit Spread  |  Trade Credit Underwriting  |  Longevity  |  Pandemic  |  Agriculture Risk  |  Mortgage Risk  |  Current Deployed Capacity

 

Natural Catastrophe
Risk Metric Limit
Maximum aggregate exposure in any single zone on any single peril (net basis) $2.3 billion
Long Tail Reinsurance
Risk Metric Limit
Written premium limit for casualty and other long-tail lines for the four most recent calendar quarters $1.2 billion
Market Risk 
Risk Metric Limit
Maximum investment in Risk Assets (market value), with a sub-limit for equity and equity-like securities $3.4 billion
Sub-limit $2.8 billion
Interest Rate
Risk Metric Limit
Maximum duration of assets
*Current average duration is 2.6 years 
6.0 years
Default and Credit Spread
Risk Metric Limit
Maximum investment in standard fixed income credit securities (market value) $9.5 billion
Trade Credit Underwriting
Risk Metric Limit
Maximum loss from extreme scenario $0.9 billion
Longevity
Risk Metric Limit
Net present value loss from extreme mortality improvement scenario $2.0 billion
Pandemic
Risk Metric Limit
Maximum loss from extreme scenario $1.3 billion
Agriculture Risk
Risk Metric Limit
Maximum aggregate exposure in any single zone (net basis) $0.3 billion
Mortgage Risk
Risk Metric Limit
Maximum aggregate exposure in any single zone $1.0 billion
any one country sub limit $0.8 billion
Current Deployed Capacity
2013 Current Deployed Capacity