Our rating

All business conducted through our wholly-owned Guardrisk Cell Captive arrangement has an AA rating from Global Credit Ratings.

Guardrisk Insurance Company Limited

South Africa Insurance Analysis October 2011
Security class Rating scale Currency Rating Rating watch Expiry date
Claims paying ability National Rand AA No 10/2012
Financial data:
(US$’m Comparative)
31/03/10 31/03/11
R/US$ (avg.) 7.85 7.21
R/US$ (close) 7.39 6.85
Total assets 542.7 604.2
Total capital 16.3 20.7
Cash & equiv. 409.3 464.3
GWP 585.7 493.1
U/w result 103.4 120.7
NPAT 5.3 7.5
Op. cash flow 20.2 30.1
Market cap n.a.
Market share* 54%
*Estimate based on GCR’s sample relating to alternative risk transfer GWP for 2010.

Fundamentals:

Guardrisk Insurance Company Limited (“Guardrisk”) is a 100% held subsidiary of Guardrisk Holdings Limited, which in turn is wholly owned by Alexander Forbes Equity Holdings (Pty) Ltd (“Alexander Forbes”). This relationship provides the insurer with technical support and access to a secure distribution channel. Guardrisk was established in 1992 and was the first insurer to introduce the cell captive insurance concept in South Africa. The company had a substantial base of around 105 cells in F11.

GCR contacts

Craig Davids
+27 11 784-1771
davids@globalratings.net

Marc Joffe
+27 11 784-1771
joffe@globalratings.net

Website: www.globalratings.net

Rating rationale

The rating is based on the following key factors:

  • Guardrisk’s leading position in the cell captive market, complimented by strong management and a high level of technical capabilities.
  • The insurer has demonstrated an ability to consistently report growth in assets under management, while profitability has remained sound.
  • Guardrisk has committed to preserve capital at a level that covers the risk based capital requirement by 1.3x, with core capital coverage (excluding holding company loans) to be maintained at a minimum of 1x. Any surplus capital is expected to be paid to Guardrisk Holdings through a dividend. Note was also taken of the fact that the statutory solvency margin has remained above the regulatory minimum over the review period.
  • The conservative investment mix and comfortable liquidity measures were favourably viewed.
  • Guardrisk is exposed to credit risk relating to its third party sponsored cells, should the reinsurance as first layer of protection fail. However, risk is mitigated by the diversification between the cells and the variation in risk types and target markets.
  • The ring-fenced nature of the cell ownership, as well as the broad diversity of cells, was considered when assessing the total risk profile of the company.

Solvency & liquidity

Notwithstanding a R39m dividend payment (F10: nil), following solid retained earnings, shareholders interest increased from R121m to R142m in F11. Subsequent to year-end F11, Guardrisk paid a dividend of R50m, which was offset against a loan to the holding company (which consequently decreased to R45m at August F12). Core capital (excluding the loan to the holding company) covered the risk based capital requirement 1.3x at FYE11 (FYE10: 1.1x) and remained above the 1x cover required by GCR as a minimum for the current rating. The statutory funding ratio remained unchanged at 32% in F11 and comfortably complied with the minimum regulatory requirement. The insurer maintains a conservative investment mix, with a large cash component (85% of investments). Further, the claims cash coverage ratio was posted at a comfortable 28 months in F11 (F10: 25 months). Guardrisk uses XoL cover to protect promoter capital, with the highest net retention per risk and event equating to 1.4% of FYE11 shareholders funds.

Business mix

Guardrisk is the leading alternative risk transfer provider in South Africa, having operated in this segment for more than 15 years. Guardrisk provides structured insurance products in the form of contingency policies and traditional cell captive facilities, which accounted for a combined 80% of statutory GWP in F11 (F10: 81%).

 

Table 1 F10 F11
Business mix
statutory GWP
R’m % R’m %
First party cells 797.1 20.8 751.6 17.2
Third party cells 1,156.2 30.2 1,493.2 34.3
Contingency policies 1,148.5 30.1 1,233.9 28.3
Direct business 723.4 18.9 879.1 20.2
Total revenue 3,825.3 100.0 4,357.8 100.0

 

Direct business

Direct business advanced 22% to R879m in F11, representing 20% of total revenue (F10: 19%). This was largely supported by the fact that the insurer began to participate on a substantial portfolio of general commercial business1 (GWP of around R490m). Going forward, Guardrisk aims to continue growing its direct business division, with the aim of increasing the underwriting component of promoter profits.

Contingency policies

A contingency policy is an insurance contract structure that allows the policyholder to participate in the underwriting performance of a predefined insured risk or set of risks. The insurable interest relates to first party risks, meaning the risks associated with the client’s own business or operations within the same group. Premiums are charged upfront and are calculated in terms of the policyholder’s expected risk exposure over the period of the contract. In addition, Guardrisk provides an excess layer of cover over and above this retained portion, usually limited to 20% of the total gross premium. In effect, Guardrisk’s claims exposure is limited to 120% of the premium over the term of the contract. The net surplus of the contingency policyholder’s account (after Guardrisk’s management fee and a provision for unexpired risk) accrues to the client as a policyholder bonus at the end of the contract period. This may be used to fund the premium payments in the following period, or be retained by the client on expiry of the contract. GWP from contingency policies advanced by 7% to R1.2bn in F11, facilitated by Guardrisk’s Corporate Risk Solution (“CRS”) department, which focuses on 1st party corporate business and contingency policies.

Cells

A cell captive is a contractual agreement entered into between the insurer and the cell shareholder, whereby the risks and rewards associated with certain insurance activities accrue to the cell shareholder. Cells are fully or partially capitalised by the client, through the acquisition of “A” ordinary shares. In terms of the “A” shareholders agreement, Guardrisk has a contractual right to call for additional capital in the event that solvency of the cell falls below the agreed minimum level (regulatory minimum of 15%). In determining a solvency benchmark for the cell, Guardrisk uses a risk based model that considers the underlying risk characteristics of the business, with underwriting risk modelled at a 99.5th percentile level of certainty. On this basis, cells that are adequately capitalised may withdraw a portion of their funds in the form of a dividend.

1st party cell arrangements refer to the insurance of risks that relate to the cell owner’s own operations, or operations within the cell shareholder’s group of companies. The company bears no risk on first party cell arrangements, as aggregate claims are limited to the accumulated surplus in the cell. The number of active 1st party clients decreased to 32 in F11 from 34 previously, with gross premiums contracting by 6% to R752m for the year. The five largest 1st party cell owners together accounted for a higher 72% of GWP in F11 (F10: 63%).

3rd party cell arrangements are where the cell shareholder provides the opportunity to its own client base to purchase branded insurance products. Guardrisk is the principal to the insurance contract, although the business is underwritten on behalf of the cell shareholder. Guardrisk would ultimately be responsible for claims in the event that the cell owner was unable to meet its obligations to policyholders. Accordingly, it is important to consider the track record and financial soundness of each of the cells, which can have a direct impact on Guardrisk’s profitability and capital requirements. In this respect, Guardrisk has implemented a monthly compliance check with each of its cells, which is in line with regulatory reforms in the global insurance industry. In terms of 3rd party cell arrangements, Guardrisk divides its operations into two sub-segments, which are managed under separate divisions. The affinity segment relates to cell facilities provided to corporate entities that sell ancillary insurance products alongside their primary product offering. The cell owner participates in a portion of the underwriting risk by writing the insurance business into the cell.

The UMA segment includes business derived via underwriting agencies that wish to retain a portion of risk for their own accounts. This usually relates to more market-wide risks, which is subject to a higher level of underwriting volatility.

Following a net take-on of 7 new cells (predominantly corporate entities), Guardrisk operated 73 cell facilities in F11. Further, the split between corporate and UMA owned cells equated to 77%:23% (F10: 69%:31%), with GWP being split 56%:44% in F11 (F10: 60%:40%). The five largest cell owners accounted for a cumulatively higher 43% of GWP in F11 (F10: 42%), with the largest representing an unchanged 10% of the total. It is, however, noted that Guardrisk’s underlying profits relate to management fees and investment fees, based on investment income on assets under management.

The average earned loss ratio for the ten largest 3rd party cells increased from 42% to 48% in F11, although this was offset by a more favourable claims experience in several smaller sized cells. In this regard, the overall earned loss ratio declined by two percentage points to 37%. Four of the ten largest 3rd party cells reported underwriting deficits in F11 (total 3rd party underwriting deficits in F11: 11), compared to three previously (total 3rd party underwriting deficits in F10: 14). This was particularly evident in the one cell (earned loss ratio of 38%, vs. 25% in F10), which reported an underwriting deficit of R17m in F11 (F10: R6m deficit). As such, this cell evidenced a 15 percentage point decline in its solvency margin, to 16% at FYE11 (minimum regulatory requirement: 15%). According to management, however, results for the five months to August 2011 indicate the cell to be adequately managed, with solvency expected to be maintained above the minimum requirement in F12. Cognisance is also taken of the fact that a cell (3% of GWP) has remained undercapitalised over the last two financial years, following a marked deterioration in its claims management. Accordingly, Guardrisk has implemented corrective underwriting action (via tariff increases and better claims control) on this cells’ account, and believes the cell will be self sustainable by financial year end F12.

Competitive positioning

Table 2:
Peer comparison – IFRS (R’m)
Centriq* Guardrisk
GWP 2,038.4 3,555.0
NWP 381.1 1,653.2
NPAT** 35.4 60.3
S/h funds 108.4 141.7
Key ratios (%)
GWP growth 4.3 17.4
Statutory solvency margin 30.0 32.0
Claims cash cover (months) 41.5 27.5
*Year ended December 2010. **Including unrealised movements

Guardrisk continued to report double digit growth in F11 (of 17%; F10: 22%), supported by an uptick in business under its 3rd party cell arrangements. Accordingly, the insurer’s market share (GCR’s sample) of alternative risk transfers increased to around 54%2 of GWP in F11, from 53% previously. Further, Guardrisk maintained its statutory solvency margin at 32% in F11, which compares favourably to that of its largest competitor and the regulatory minimum. Guardrisk also continued to report sound liquidity measures, with the claims cash coverage ratio sustained in excess of two years.

Reinsurance

Guardrisk assists in either directly arranging or providing guidance for the appropriate reinsurance cover for all of the 3rd party cells, to ensure that cell owners are not retaining risks in excess of their available capacity. The 3rd party reinsurance programme is well diversified, with reinsurers displaying a minimum international rating (or GCR domestic currency rating in the case of local insurance companies) of A- (single A minus). In terms of its own risk assumption, Guardrisk uses XoL treaties to protect its net account, which are placed with Africa Re and Hannover Re. The highest net retention amounts to R2m per risk on both 3rd party business and direct business written respectively (1.4% of FYE11 shareholders funds). In addition to the above, Guardrisk utilises CAT cover for the entire cell captive facility, providing capacity to the value of R190m (retention: R5m).

Asset management

Table 3: Investment portfolio F10 F11
R’m % R’m %
Cash & equiv 3,025.0 82.5 3,180.3 85.4
Preference shares 374.7 10.6 360.6 9.7
Unit trusts 143.9 4.1 167.4 4.5
Unlisted equities & subsidiary 6.8 0.2 6.8 0.2
Fixed interest security n.a. n.a. 7.6 0.2
Total investments 3,550.4 100.0 3,722.7 100.0

Funds backing the “A” shareholders’ capital are invested in accordance with a mandate provided by the cell owner, which indemnifies Guardrisk from responsibility for adverse market movements. The total investment portfolio grew by 5% in F11, to R3.7bn, compared to a compound annual growth rate of 12% registered over the review period. The investment portfolio primarily comprises cash and money market instruments (85%). Of this, 80% is invested in international investment grade rated entities, mainly placed with the five largest South African banks. The remaining 20% relates to money market investments, backed by appropriately rated corporate entities. Further, Guardrisk only invests in local instruments. Overall, realised investment income decreased by 15% to R237m in F11, equating to an average investment yield of 7%, from 8% previously. This is largely due to the protracted lower interest rate environment during the financial year F11.

Cash and equivalents covered cell owners’ capital and policyholder liabilities 0.8x at FYE11, which has remained unchanged since FYE07. Excluding amounts due to cell owners, the claims cash coverage ratio advanced to 28 months (FYE10: 25 months), a review period high.

Solvency

Cell captive business differs from traditional insurance, as the surplus capital held by the cell owners is not intended to be used to fund business written by other cells or at the promoter level. Accordingly, each of the cells needs to be adequately capitalised on a tandalone basis. When cells do not have adequate surplus funds relative to the internal benchmark solvency level, Guardrisk needs to hold these surplus funds on its own balance sheet3. Furthermore, Guardrisk accepts risk for its own account (promoter) by providing an excess layer of protection to contingency policyholders, by participating on a share of the proportional reinsurance programmes of 3rd party cells and by underwriting business directly4. Guardrisk uses a risk based capital model to determine the appropriate level of capital to be held at the promoter level, which is actively used in the business to guide management decisions. The model provides for underwriting risk accruing from 3rd party and promoter risks respectively (99.5% level of sufficiency). Credit risk factors are built into the model to account for potential reinsurance failure and the possibility of cell owners defaulting on their obligations to maintain the required risk based solvency level. The model also includes a market risk component and an estimate for catastrophe risk (based on two CAT events). These two risk components are built into the capital allocation for each business line. Guardrisk undertakes a full review of the risk based capital requirement on a semiannual (analysed internally by the executive committee), as well as quarterly updates based on best estimates.

During the implementation of the aforementioned risk based capital requirement model into the business (between F08 and F10), Guardrisk reduced its profit distribution to shareholders. In this regard, shareholders interest increased from R25m at FYE08
to R121m at FYE10. In F11, however, robust net profits after tax (R54m) saw Guardrisk declare a dividend of R39m. Shareholders funds were reported 18% higher at R142m at FYE11.

Table 4:
Risk based capital requirement (R’m)
F10 F11
Mining rehabilitation 8.4 11.1
Promoter 23.1 2.1
First party 2.2 0.0
Operational risk 12.6 30.0
Standalone total 46.3 46.2
Correlation adj. (9.2) (9.0)
Third party shortfall 20.5 28.7
Capital required 57.6 65.9

As at March 2011, the risk based capital model predicted 99.5th percentile losses of R65.9m in F11 (F10: R57.6m), supported by the growth in business and additional risk taken on certain lines. As at FYE11, shareholders funds covered the risk based capital requirement 2.2x (FYE10: 2.1x). Excluding holding company loans of R55m at FYE11 (FYE10: R60m), core capital covered the risk based capital requirement 1.3x (F10: 1.1x), which is above the 1x cover required by GCR as a minimum for the current rating. Subsequent to year-end F11, Guardrisk declared a dividend of R50m. The entire dividend was offset against a holding company loan (R95m), which consequently decreased to R45m at the end of August 2012. The statutory solvency margin includes cell owners’ capital (net of technical reserves) and is calculated as a percentage of total net written premiums, before notional reinsurance outwards relating to 3rd party cells. Statutory net surplus assets increased by 12% to R973m in F11, as a result of an increase in insurance assets. Similarly, strong top line growth saw statutory NWP rise by 12% to R3bn. As such, the statutory solvency margin remained unchanged at 32% in F11. In this respect, Guardrisk has consistently managed statutory solvency above 30% over the five year review period.

Financial performance

A 5-year synopsis of Guardrisk’s IFRS results is reflected at the back of this report, whilst brief comment follows below. Guardrisk continued to report strong growth in F11, with GWP advancing 17% to R3.6bn. This is above the CAGR of 13% for the five year review period. Notwithstanding a decline in retention to 46% (F10: 51%), following an R8m transfer from the UPR (compared to a R142m increase in F10), this saw earned premiums advance 19% to R1.7bn in F11.

Claims incurred increased by a relatively subdued 9% to R545m, resulting in a contraction of the earned loss ratio to 33% (F10: 36%). Following a 35% increase in acquisition costs, Guardrisk evidenced its first net commission payment in F11, which amounted to 7% of NPE (F10: 2% net recovery). According to management, this is largely due to the hardening of reinsurance rates in the industry. As a result, the delivery cost ratio increased from 6% to 15% in F11. Overall, Guardrisk posted a lower underwriting margin of 52% in F11 (F10: 58%).

Profits owed to cells increased from R954m to R980m in F11, exceeding underwriting profits by R110m (F10: R142m). Notwithstanding lower investment income, NPAT increased from R41m to R54m in F11, supported by robust fee income (based on an average 10% of investment income earned per cell). In this regard, Guardrisk has achieved consistent growth in NPAT over the review period.

ROaE equated to a marginally lower 41% in F11 (F10: 44%), albeit remaining robust. Cognisance is taken of the distortions that arise as a result of the notional reinsurance transactions relating to 3rd party cells. As such, table 7 provides a summary of the promoter account, which excludes line items that accrue to the cell owners.

Table 5: Promoter F09
(R’m)
Actual
F10
F11 Actual F11
as %
of budget
Actual Budget
GWP - statutory 3.825.8 4.357.8 4.080.4 106.8
U/w result 8.5 26.6 23.3 114.5
Fee income 128.8 131.6 150.0 87.8
Inv income* 11.1 9.4 5.5 170.9
Total income 148.4 167.6 178.8 93.8
Expenses (82.9) (88.2) (91.4) 96.5
NPBT 65.4 79.4 87.4 90.9
*Including unrealised investment movements.

Facilitated by a more favourable claims environment and better containment of management costs, underwriting profit increased to R27m from R9m in F10 (budget: R23m). Notwithstanding the rise in assets under management, fee income remained largely unchanged at R132m (F10: R129m), and fell R18m short of budget. This is, in part, due to a lower average management fee charged to clients, when compared to budget. Operating expenses increased by 6% to R88m, accounting for 53% of total income for the year (F10: 56%). According to management, this follows the recruitment of additional resources to the actuarial department, client relations and portfolio management in F11, in order to ensure sufficient capacity for future growth. Overall, NPBT totalled R79m in F11, which represented a 21% increase over F10, albeit below the budgeted level

Future prospects

Guardrisk continues to focus on organic and new business growth, supported by its CRS department (which is focused on 1st party corporate clients, as well as contingency policies). Further, the insurer is expected to benefit from being an approved provider
(by the Department of Mineral & Resources) for the issuance of insurance guarantees in the mining sector. Guardrisk has also increased its risk participation on several cells, and in turn, enlarged its profit share of the respective business. This, in conjunction with robust growth in current business is expected to see GWP rise by 5% in F12, to R4.6bn. Concomitantly, fee income is forecast to advance by 5% to R139m in F12, supported by the rise in asset values under management. Accordingly, total revenue from operations is forecast at a higher R177m in F12 (F11: R168m). Operating expenses are expected to increase by a comparatively lower 11% to R98m in F12.

Table 6: Promoter (R’m) Actual 5 mnths to August F12 Budget F12 Actual YTD as % of full year budget
GWP - statutory 2,391.4 4,553.8 52.5
U/w result 1.7 29.5 5.8
Net fee income 83.9 138.6 60.5
Inv income* 3.2 8.4 38.1
Total income 88.7 176.6 50.2
Expenses (50.6) (97.7) 51.8
Operating profit 38.1 78.9 48.3
*Including unrealised investment movements.

For the five months to August 2011, GWP was ahead of expectations on a pro-rata basis, with 53% of budget achieved. This follows the take-on of four additional cells in F12. Concomitantly, fee income notably exceeded expectations, at R84m for YTD F12 (full year budget: R139m), supported by the aforementioned strong growth in new clients. Notwithstanding this, the underwriting result on
Guardrisk’s own account significantly lagged budget, at 6% of full year expectations. According to management, however, this is due to the fact that significant portions of underwriting profits are only recognised in the last quarter of the financial year. Given the above, Guardrisk reported an operating profit of R38m as at August 2011, or 48% of the full year budget.

Guardrisk Insurance Company Limited
(R in Millions except as noted)

Year ended : 31 March 2007 2008 2009 2010 2011
Income Statement
Gross written premiums (GWP) 2,217.8 2,378.2 2.481.4 3,027.4 3,555.0
Reinsurance premiums (1,032.5) (1,104.0) (1,401.3) (1,489.8) (1,901.8)
Net written premiums (NWP) 1,185.3 1,274.3 1,080.1 1,537.6 1,653.2
(Increase) / Decrease in insurance funds (204.3) (124.8) (158.7) (141.9) 8.0
Net premiums earned 981.0 1,149.5 921.3 1,395.7 1,661.2
Claims incurred (264.1) (438.2) (528.2) (500.7) (544.7)
Commission 118.2 143.7 174.1 28.6 (116.1)
Management expenses / performance bonus (75.6) (84.6) (97.7) (111.5) (130.6)
Underwriting profit / (loss) 759.6 770.5 469.5 812.0 869.9
Policyholder bonus (856.8) (905.7) (652.5) (954.4) (979.7)
Investment income 195.4 271.5 652.5 280.5 237.1
Fee income 44.7 59.0 71.5 77.5 76.0
Fair value adjustment - financial liabilities (118.6) (159.2) (204.7) (159.8) (130.5)
Taxation (3.2) (6.8) (4.0) (14.4) (18.9)
Net income after tax 21.2 29.3 40.2 41.4 53.9
Dividends   (24.0) (53.3) 0.0 0.0 (39.0)
Unrealised gains / (losses) 3.3 3.7 4.8 9.7 6.4
Cash Flow Statement
Cash generated by operations 76.7 192.8 157.9 182.0 158.3
Cash flow from investment income 195.6 271.5 361.4 272.6 263.4
Working capital decrease / (increase) (6.4) (136.0) (237.6) (175.3) 3.1
Tax paid (74.8) (79.7) (93.5) (120.9) (180.9)
Cash available from operating activities 191.1 248.6 188.2 158.4 217
Dividends paid (24.0) (53.5) 0.0 0.0 (39.0)
Cash flow from operating activities 167.1 195.1 188.2 158.4 178.0
Cash flow from investing activities 416.7 (2.4) 159.9 16.9 (11.5)
Cash flow from financing activities 393.6 (41.4) 108.2 10.6 (11.2)
Net cash inflow / (outflow) 977.5 151.4 456.3 185.9 155.3
Balance Sheet
Shareholders interest 46.8 25.1 70.0 120.5 141.7
'A' Shareholders interest 1,666.0 1,700.8 1,904.6 1,975.2 1,931.7
Net unearned premium reserve 768.9 893.7 1,052.5 1,194.4 1,186.3
Net outstanding claims and IBNR 262.4 405.8 514.7 614.1 800.6
Other liabilities 280.6 242.9 153.5 1.6.7 78.5
Total capital & liabilities 3,024.6 3,268.3 3,695.3 4,010.9 4,138.7
Fixed assets 0.8 1.0 0.9 0.8 0.6
Investments 679.6 683.7 526.5 525.4 542.4
Cash and short term deposits 2,231.3 2,382.8 2,839.0 3,025.0 3,180.3
Other current assets 112.9 200.9 328.9 459.7 415.5
Total assets 3,024.6 3,268.3 3,695.3 4,010.9 4,138.7
Key Ratios
Solvency / Liquidity
Shareholders funds / NWP* % 4.0 135.4 182.8 136.3 125.4
Solvency margin (Act) % 30.9 32.9 43.0 32.0 32.0
Cash flow from operating activities / Liabilities % 12.7 12.7 10.9 8.3 8.6
Claims cash coverage months 25.7 18.7 21.2 25.2 27.5
Cash coverage of policyholder liabilities X 0.8 0.8 0.8 0.8 0.8
Profitability
ROaE (before unrealised gains / losses) % 45.4 81.4 84.4 43.5 41.1
ROaE (after unrealised gains / losses) % 52.4 91.8 94.4 53.6 46.0
Investment yield (including unrealised gains / losses) % 7.6 9.2 11.4 8.4 6.7
Investment yield (excluding unrealised gains / losses) % 7.4 9.1 11.2 8.1 6.5
Efficiency / Growth
GWP growth % 26.6 7.2 4.3 22.0 17.4
Premiums reinsured / GWP % 46.6 46.4 56.5 49.2 53.5
Earned loss ratio % 26.9 38.1 57.3 35.9 32.8
Commissions / Earned premiums % (12.1) (12.5) (18.9) (2.0) 7.0
Management expenses / Earned premiums % 7.7 7.4 10.6 8.0 7.9
Underwriting result / Earned premium % 77.4 67.0 54.0 58.2 52.4
Operating
Effective tax rate % 13.0 18.9 9.0 25.7 25.9
Dividend cover X 1.0 0.5 n.a n.a n.a
*Total capital (including cell owners' capital) / IFRS net written premiums.