Willis Re's insurance Portfolio Management Tool assists clients in optimizing the spread of risk in their property catastrophe portfolios so as to increase their return on risk capital.

The risk of a portfolio of property catastrophe exposures depends on two factors: the expected loss on each property and the interdependence among losses on different properties. The second of these factors has a significant impact on an insurer's spread of risk and need for risk capital, but is difficult to measure and analyze. iPMT uses cat model output data to do just that, and so enables clients to improve their return on risk capital by altering their portfolio of exposures either directly, by altering underwriting criteria, or indirectly, by optimal risk transfer. iPMT has proven especially valuable to insurers that have, or seek, exposures in catastrophe-prone areas.

Please contact your Willis Re Account Executive for further information.