Mercury Capital

Mercury Capital Ltd. is a specialist catastrophe risk manager based in Bermuda. We source low frequency high severity insurance risk for the capital markets. Our focus is on generating investment opportunities with excellent risk adjusted returns for sophisticated investors. Mercury specialises in Industry Loss Warranties, a segment of the market t... hat avoids the basis and data risk associated with Ultimate Net Loss risk transfer solutions. Mercury manages the Mercury iCRIX Tracker Fund which it launched in December 2012 with seed funding from Ark Syndicate Management Ltd. We also offer a bespoke note product that wraps an ILW into structured note format for third party investors. This offers investors with a bond only mandate the ability to proactively seek diversifying exposure rather than wait for opportunities in the Insurance Linked Securities issuance programme. Natural catastrophe risk is fundamentally un-correlated with more traditional asset classes and as such provides valuable diversification within the alternatives allocation of a traditional investment strategy. Mercury Re Ltd, a subsidiary of Mercury Capital Ltd, is licensed by the BMA as a Special Purpose Insurer and is authorised as a Segregated Accounts Company.Read More