Mortgage Credit

Our team helps you explore the opportunities within the credit risk transfer (CRT) market. As reinsurers seek to profitably grow, CRT represents one of the most compelling value propositions in today’s market. Partner with Guy Carpenter, an innovator in this space, to get out in front of the evolving opportunities.

Helping Connect (Re)insurers to Credit Risk Transfer Opportunities

Introduced in 2013, the Government Sponsored Entity (GSE) Credit Risk Transfer (CRT) program has been a tremendous success. CRT has represented an entry point for many globally diversified (re)insurers to participate in a new class of credit business with limited correlation to traditional property and casualty lines.

Following the advent of GSE CRT, U.S. mortgage insurers were held to new regulatory capital standards that established similar CRT programs. As the success of these credit risk transfer programs builds, Guy Carpenter is working with mortgage insurers and other holders of portfolio credit risk globally to establish programmatic credit risk transfer programs. Reach out to our team to learn more about the opportunities.

Contact Us

  • Jeffrey N. Krohn

    Managing Director, Mortgage Credit Segment Leader

    Philadelphia, US

    Andrew Feachem

    Managing Director, European Structured Credit

    London, UK

  • David Edwards

    Managing Director

    London, UK

    Jeff Saper

    CEO, Pacific Region

    Sydney, Australia

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

Credit Risk Transfer Guidance

We will remain at the center of the CRT evolution and continue to bring innovation and thought leadership to the sector. Investigating a new class of business and developing a business case can be daunting, but your Guy Carpenter team will be with you each step of the way. From signing non-disclosure agreements to reviewing past submissions and data sets, our dedicated team can:

  • Walk you through the latest analytics being used to evaluate credit risk
  • Compare reinsurance market pricing to equivalent capital market pricing
  • Quantify diversification benefits
  • Estimate the capital benefits and ratings agency implications
  • Select opportunities that match your risk and return profile and appetite
  • Make introductions to the MGUs and actuarial consulting firms that counsel (re)insurers
  • Introduce you to the growing credit risk transfer opportunities, as you explore ways to grow profitably

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.