Mortgage and Structured Credit

Our team is a market leader in developing credit risk transfer (CRT) programs that enhance capital and risk management strategies for public sector entities, financial institutions and monoline mortgage insurers

A Market Leader in Credit Risk Transfer

The increasing demand for our advice and solutions has been driven by the success of the U.S. Credit Risk Transfer and European Significant Risk Transfer (SRT) programs, macroeconomic uncertainty and evolving regulatory requirements.

Diversity in sources and forms of capital has proven to be a critical component of capital management for successful credit risk managers throughout business cycles.  The Mortgage and Structured Credit Segment addresses the unique financing, capital management and capital optimization needs of holders of portfolio credit risk.  Institutional capital behind the (re)insurance market brings a more diverse and larger pool of capital to support the requirements of regulators and rating agencies, and our clients’ return objectives.  Unlike most funded forms of credit risk transfer, the (re)insurance market is adept at managing forward flow business that has not yet been originated, further reducing the pro-cyclicality inherent in funded markets.  Providing powerful and durable hedging tools is in our DNA, having transferred more than $28 Billion in portfolio credit risk over the last ten years.  

Contact Us

  • Jeffrey N. Krohn

    Managing Director, Mortgage Credit Segment Leader

    Philadelphia, US

    Michael Shemi

    Managing Director, North America Structured Credit Leader

    New York, NY

  • Andrew Feachem

    Managing Director, European Structured Credit

    London, UK

  • One thing remains certain: Credit risk transfer is here to stay and has applications in mortgage insurance, banking and broader credit arenas.
mortgage paperwork

Guy Carpenter Credit Analytics

Guy Carpenter’s team of credit risk modelers, data scientists and actuaries provides our clients with the full suite of analytics required to evaluate and structure capital optimization solutions.  Through our use of third-party and proprietary structuring, deterministic and stochastic credit modeling tools, Guy Carpenter is uniquely positioned to advise you and present your credit risk transfer programs to a sophisticated (re)insurance market.  ​

A Holistic Approach Across Marsh McLennan

The Mortgage and Structured Credit Segment delivers analytics, innovative solutions and execution as stages in a single client relationship, not a series of one-off engagements with different business units. This holistic approach extends beyond Guy Carpenter to the resources of all Marsh McLennan companies.

Powering Your Business With Insights

  • Segments

    Offering you specialized expertise that focuses market knowledge, product innovation and analytics on your unique challenges—to provide you with an enduring competitive advantage.
  • Risks

    Bringing together an unparalleled depth and breadth of capabilities and experience to turn your risks into profit and sustained growth.
  • Reinsurance Broking

    Tailoring your solutions to effectively and efficiently match the right capital with your evolving risk profile.