Risk Based Capital Analysis

Insurance companies need to know how changes in an asset allocation will affect its Risk Based Capital charge. We developed a methodology to show the impact of incremental changes in asset allocation on the company's RBC ratio.

Case Studies

Health Insurance

A domestic health insurer wanted to know the effects of investing in equities and/or high yield on the company's RBC ratio. This analysis compared the effect of varying levels of equity and high yield allocations. Based on this analysis, the company decided to invest 15% in equities.
See Study

Property & Casualty Insurance

A domestic insurance company wanted to know the impact of different asset allocations and different premium growth rates on the company's RBC ratio.
See Study

Insurance Asset Management

With approximately $38.6 billion in total assets under management as of September 30, 2009, Brown Brothers Harriman & Co.'s unique approach to insurance asset management emphasizes customized portfolio management and a high level of client service delivered through a relationship management team dedicated to insurance clients.

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Cash Reserve
Core Fixed Income
Core Municipal
Enhanced Cash
Inflation-Indexed Securities
Insurance Crossover
Intermediate Govt. Credit
Short Intermediate

Services

Insurance Industry Asset Allocation Study
Custom Peer Analysis
RBC Analysis
A.M. Best Analysis
Cash Flow Sensitivity Testing

Insurance Asset Custody
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Commercial Banking
M&A Advisory
Currency Consulting
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