Our Approach To Risk

PartnerRe’s proven 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 using consistent, common metrics.

Our risk management framework, based on diversification across products and geographies, is the key to our long-term stability. We accept risk across a wide range of industries and markets which enables us to balance uncertainties and limit our exposure to shock, while providing value to our clients and helping them reduce their own vulnerability to losses.

We combine this risk expertise with a multidisciplinary approach that enables us to successfully respond to changes in the economy, markets and regulatory environment, and provide solutions that help leverage these changes.

Have a look at our maximum risk table across 10 categories, below.

Maximum Risk Limits

As of December 31, 2016

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 excess fixed-income investment portfolio
*Current average duration is 4.4 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
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