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26 February 2020
Colchester
Reporter Maria Ward-Brennan

State Street’s captive ratings affirmed

A.M. Best has assigned a financial strength rating of A- (Excellent) and a long-term issuer credit rating of “a-” to Federated Underwriting Company, located in Vermont. The outlook assigned to these credit ratings is stable.

A.M. Best categories Federated’s balance sheet strength as very strong, as well as its adequate operating performance, limited business profile, appropriate enterprise risk management and one notch of credit enhancement that it receives from its ultimate parent, State Street Corporation.

This single parent captive was formed and capitalised in 2019 as part of State Street’s alternative risk financing strategy in the wake of significant price firming in the professional liability insurance market.

Federated’s business profile is considered limited as it will operate as a single parent captive insurer whose sole purpose is to take on a specific layer of risk related to its parent’s professional liability and bankers blanket bond insurance tower.

A.M. Best said it views the company’s prospective operating performance considerations as “adequate” as this includes elements of stochastic modelling, average annual loss expectancies and tail risk probabilities.

However, the rating firms said these projections are subject to a high degree of variability due to external market factors.

The rating includes a level of credit enhancement from State Street. According to A.M. Best, the rating enhancement considers an implied level of financial support to be provided if and when necessary as part of its legal obligation contained in its client agreements.

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