Captives report 2011

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Captives 2011

www.strategic-risk.eu [ September 2011 ]

Going places Which strategic factors are at play for a company electing to set up a captive, and what inuences the all-important decision of where to domicile?

SPONSORED BY


*References the 2008 Forbes Tax Miiser s y & Reform Index

WEALTH YESTERDAY TODAY TOMORROW From priceless art to the diversity of an investment portfolio, Asset Management is thriving in Qatar. With its world class regulation and secure and transparent rule of law, the QFC is leading Qatar into a dynamic and diversified future. Benefit today from the lowest tax in the world,* 100% ownership, repatriation of all profits, and an onshore trading environment. And tomorrow, why not experience one of Qatar’s oldest treasures3 www.qfc.com.qa

BUSINESS ENERGY


CAPTIVES [ Introduction ]

Capturing the moment T

HE QATAR FINANCIAL CENTRE Authority is pleased to sponsor the StrategicRISK captives survey for 2011. This quantitative research on captive owners and managers, combined with a series of in-depth interviews, will provide valuable insights for market participants as well the wider insurance and captives industry. Since the beginning of 2010, the QFC Authority has focused its efforts on supporting Qatar’s financial services industry through the creation of three hubs – asset management, reinsurance and captive insurance. The development of these hubs will complement Qatar’s financial services industry and support the nation’s

‘Business can be transacted inside or outside of the QFC, in local or foreign currency’ aim to create the pre-eminent financial centre in the Middle East. The authority provides firms with a platform to access local and regional investment opportunities and conduct business in the region. It is an on-shore financial centre based on English common law, and business can be transacted inside

Editor Nathan Skinner Report author Maureen Duck Editor-in-chief Sue Copeman Reporter James Bray Market analyst Andrew Leslie Group production editor Áine Kelly Deputy chief sub-editor Laura Sharp Business development manager Donna Penfold tel: +44 (0)20 7618 3426 Production designer Nikki Easton Group production manager Tricia McBride

or outside of the QFC, either in local or foreign currency. This unique characteristic allows businesses to operate both locally and internationally. Moreover, QFC-licensed firms can be 100% owned by foreign companies and all profits can be remitted outside Qatar. Finally, the QFC offers a competitive tax regime of a flat 10% corporation tax rate on business profits, as well as additional tax incentives for reinsurance, captive insurance and asset management companies. The QFC Regulatory Authority has recently released new frameworks for captive insurers, captive managers and insurance intermediaries as part of the drive to support the development of Qatar as a regional centre for captive insurance. We believe StrategicRISK’s captives survey comes at a particularly important time. In the wake of the implementation of new insurance rules, we are seeing companies involved in major capital projects in the region increasing their focus on effective risk management, further exploring the use of captives as a method of better controlling risks and insurance costs. This is a trend that is set to continue and accelerate. I hope you find the survey both informative and useful. SR

2 | Executive summary The facts behind the figures Who we spoke to and what the main findings of the research are 4 | Research The full research results, methodology and in-depth analysis 14 | QFC Authority Building for the future Qatar aims to build a good home for captives

Akshay Randeva is the director of strategic development, QFC Authority

Senior production controller Gareth Kime Head of events Debbie Kidman Events logistics manager Katherine Ball Publisher William Sanders tel: +44 (0)20 7618 3452 Managing director Tim Whitehouse To email anyone at Newsquest Specialist Media please use the following: firstname.surname@ newsquestspecialistmedia.com

PRODUCED IN ASSOCIATION WITH

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CAPTIVES [ EXECUTIVE SUMMARY ]

The facts behind the figures Here’s how the researchers have gathered top-level opinion and pieced together a clearer picture of the captives scene THE PRIMARY OBJECTIVE OF this research has been to gain knowledge of captives with regard to their trends and demographics. We also wanted to understand the attitudes and behaviour of captives generally, and specifically to domiciliation and re-domiciliation. There are several further objectives to the study, and the report has been ordered under these headings: •

Establish the influencing factors surrounding the decision to establish captives. Identify whether the benefits of forming captives have been realised or not. Explore how the value of captives are being assessed. Identify the influencing factors in selecting/moving a captive domicile.

• •

Research approach The research sample was extracted from the StrategicRISK customer database and comprised of two audience groups: risk and insurance managers who work in global corporates; and captive managers who oversee captives on behalf of their corporate clients. The relevant people were approached using two channels: email and telephone. The initial invitation to participate was sent by email and included a url that took the nominated individual to an online self-completion survey

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Breakdown of relevant survey respondents

Future captive managers

33%

Captive owners

55%

May consider a captive – now or in future

12%

Respondent profile Respondent type Captive owners Those who may consider a captive in future Captive managers

containing both closed and open questions. A further four senior risk managers were approached separately to ask them to take part in longer, exploratory telephone interviews. The research was conducted between May and July 2011.

55% 12% 33%

Country of residence Europe 49% UK 36% Rest of world 15%

The respondent base – online survey A total of 125 individuals responded to the online research invitation. In order to ensure that the feedback was relevant, risk or insurance managers who worked in organisations that did not currently operate a captive, or who said that they were unlikely to have one in the future, were filtered out.


CAPTIVES [ EXECUTIVE SUMMARY ]

This left some 107 qualified respondents for our data set. The breakdown of the online sample by respondent type and country of residence is shown in the table above.

Respondents – telephone in-depth interviews We conducted detailed discussions with four senior-level risk management professionals, to add depth and understanding to the study. Analysis and quotes from these interviews are included in this report. The participants included: • • •

a group risk manager for a global industrial conglomerate; a head of risk management for a major clothing retailer; a vice-president of corporate insurance risk management for a global pharmaceuticals company; and a vice-president of group risk management for a global electronics manufacturer.

A note on data accuracy The online sample of 107 – 72 captive owners or potentials, plus 35 captive managers – is relatively modest by research industry standards. The data should therefore be regarded as indicative rather than highly robust.

The main findings

1

CAPTIVES ARE GIVEN DETAILED CORPORATE EVALUATION

Captives are almost always established after detailed strategic reviews, and their performance is evaluated and re-assessed at least twice yearly in most cases.

2

MANAGERS HAVE INCREASED AWARENESS OF CAPTIVES

3

WIDE RANGE OF STRATEGIC ISSUES IN DECISION TO START CAPTIVE

Senior management has become more accustomed to captives, partly because of merger and acquisition activity among major corporates.

The decision to establish a captive is initially driven by financial considerations, but they are also set up for a wide range of strategic reasons. The most prominent of these are gaining access to specialist cover; the smoothing of costs to the business during harder and softer market conditions and minimising volatility; independence from the market; and better protection of the corporate brand.

4

POSITIVE SUPPORT FROM MANAGERS AND OWNERS

The great majority of owners and managers believe that establishing a captive is of considerable benefit. Owners report a wide range of strategic benefits to their organisations; managers focus more readily on the longer-term financial upside. Both are realistic about the impact of hard-soft insurance sector fluctuations on short-term financials, but feel certain that longer-term benefits accrue.

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WIDE VARIETY OF CAPTIVE EVALUATION METHODS USED

The value and performance of a captive is assessed in a variety of ongoing ways, with few consistent metrics or models employed. Owners use their managers and auditors to measure the success of a captive. The same managers are also

regularly monitored as part of the evaluation process – although most owners tend not to change captive management arrangements often and praise their managers highly.

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DOMICILE IS DECIDED MAINLY ON REGULATORY, NOT TAX, GROUNDS

7

PROXIMITY TO MARKETS ALSO INFLUENCES LOCATION CHOICE

8

THERE’S AWARENESS OF ‘SERIOUS’ RATHER THAN ‘EXOTIC’ LOCATIONS

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SOLVENCY II IS LIKELY TO LEAD TO RELOCATIONS OF CAPTIVES

A captive domicile is selected and reassessed primarily on the basis of regulatory environment, ahead of purely taxation reasons. This is because few corporates see a captive as primarily a tax-saving mechanism.

Location choice is also driven by other factors, including proximity to key markets and the parent company’s head office. These may well change over time and therefore have an impact on the location chosen for a captive.

Good-quality management staff and a solid local reputation are also factors influencing domicile choice. We found evidence of a trend towards ‘more serious’ locations rather than those that could be viewed as ‘exotic’.

The implementation of the Solvency II regime in Europe may lead to a third of captives reconsidering their location. Some owners are awaiting the fine detail and the position of the local regulator, especially those domiciled in Guernsey.

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CAPTIVES [ Research ]

When size matters The size of an organisation will determine the feasibility of establishing a captive operation, as this spotlight on risk managers demonstrates WHAT DO CAPTIVE OPERATORS look like? And how can a company become one? Here, we describe the profile of the risk and insurance managers working in captive-owning corporates (captive owners) and those who are likely to see their business form a captive (potential owners).

How many employees work in your organisation globally?

1000+ employees

89%

1-99 employees

8%

500-999 employees

3% The great majority of owners approached for the study were risk and insurance managers in larger corporations of more than 1,000 employees and with a global turnover exceeding £1bn or equivalent. This underlines the fact that captives are primarily considered by commercial organisations that are large and complex enough to justify establishing one. However, a small number of those interviewed were small companies (less than 100 employees), although none were mid-scale in size.

Which of these brackets is relevant to your global company’s turnover? Don’t know

3% Less than £5m

4% £5m-£300m £1bn-plus

The great majority of owners approached for the study were risk and insurance managers in larger corporations of more than 1,000 employees 4

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4%

86% £301m-£1bn

3%


CAPTIVES [ Research ]

What is your job title? 33%

Risk manager

32%

Insurance manager Other

Captives are primarily considered by commercial organisations that are large and complex enough to justify establishing one

18%

Chief risk officer

7%

Chief executive/ managing director

The great majority of those taking part were insurance or risk management specialists. The four in-depth interviewees were all senior group-level risk managers from major global corporations. The online sample of captive owners was based on a wide cross-section of popular domiciles, as indicated in the diagram on the facing page.

6%

Finance director 3% 1%

Company secretary

VALUE OF THE CAPTIVE

Where is the business’s captive at the moment? Guernsey

24%

Other

22%

• • • • •

Wide range of strategic benefits Tax advantages Predictable, controllable costs Better access to markets, specialist cover and control of terms Improved risk profile

14%

Bermuda

12%

Ireland Luxembourg

10% 7%

Isle of Man 5%

Gibraltar Malta

3%

Switzerland

3%

REVIEWING THE VALUE OF THE CAPTIVE • • • • •

Should be done at least every six months Use a wide variety of hard-so metrics Use financial models used by managers/actuarials/brokers Include a senior-level review Managers themselves must also be regularly appraised

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CAPTIVES [ Research ]

Respondents in Guernsey were impressed by the quality of local management available, familiarity, proximity to London and the pragmatic/helpful attitude of the regulator

What is your captive’s GWP?

More than £75m

20% £10m–£75m

Don’t know

3% Less than £2.5m

7%

45% £2.5m–£10m The research was particularly well represented in Guernsey, where respondents are impressed by the quality of local management available, familiarity, proximity to London and the pragmatic/ helpful attitude of the regulator. Although all the parent companies studied were large, the scale of their captives as measured by gross written premium varied considerably, as indicated. At the lower end, about a third reported gross written premium of up to £10m, while at the top end one in five reported GWP in excess of £75m. Two-thirds described their corporate risk strategy as medium, and one in five as low. SR

25%

How would you describe your company’s risk strategy?

Low risk

Medium risk

High risk 6% CONVINCING THE BOARD THAT FORMING A CAPTIVE IS THE RIGHT APPROACH • • •

6

Feasibility study Powerful communications Persistence

StrategicRISK Report [ 2011 ] www.strategic-risk.eu

Don’t know 7%

21%

67%


CAPTIVES [ Research ]

Captive considerations Among the many factors to consider before establishing a captive are location, corporate buy-in and the approach of Solvency II THE FIRST CAPTIVES WERE SET up more than 50 years ago, and some of the corporates covered by this research have operated one for 30-plus years. Several managers spoken to, while not involved in the decision to form one decades ago, have managed the consolidation and relocation of captives in recent years, especially in post-merger situations. Such decisions involved a similar evaluation to a captive start-up. The closing down of captives was also commented upon by respondents. “We had to wind down the previous captive and that is neither an easy nor inexpensive thing to do,” noted one. Owners and managers agreed that the decision to establish a captive is usually based on wide strategic considerations, although other factors also emerged during the research. One captive owner said: “We moved the captive once because of a change in regulation. We are thinking of moving our captive in the next year based on travel difficulties, regulations, the opportunity to manage ourselves and the attitude in Europe to our present domicile.” Changes in the regulatory environment, such as Solvency II in Europe, have a big influence on domicile choice, but far less of an impact on the underlying decision to operate one at all long term. Captive managers, with a wider portfolio of clients, are more likely to see regulation as the primary driver for setting

What drives a business to review the decision to form a captive/move a captive? When the business conducts a strategic review

35%

When there is a change in regulatory environment

Other

64% 69%

12%

54% 5%17% 11%

Don’t know

4% 3% Captive owners (current or potential) Captive managers

up a captive, while owners have a wider set of strategic considerations.

Facing the board Captive managers will typically face a stiff challenge in persuading cautious corporate boards of the benefits of taking the leap. This was indicated by several comments from managers on the biggest obstacles they encountered in this area. One highlighted a lack of understanding of the process involved in setting up the captive – “and prior to that overcoming the fear as to whether or not the captive would be beneficial”. Another cited the problem of gaining senior management buy-in. “This was

overcome through educational seminars and by placing ‘good’ risks through the captive before comfort is gained about the operational management and captive concept.” A third manager pointed to the challenge of the board getting to grips with compliance requirements, “which were overcome by the managers’ expertise and hand-holding”. The survey also asked respondents to highlight the three most important reasons, from a list of eight, that had driven them to set up a captive. The chart overleaf underlines the importance, both to captive owners and managers, of reducing the cost of risk and premium rates.

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CAPTIVES [ Research ]

The ability to access reinsurance markets and cover to perils relevant to their business also played an important role, again relevant to about half of both sub-groups. “We tailor-make our own terms and conditions, which can be adapted to our own business,” said one respondent. “Sometimes you can have a situation where, for example, after 9/11 terrorist insurance was extremely difficult to get hold of. If you have a captive you can always say you have terrorist policies in your own coverage because you decide your own terms and conditions.” Another highlighted the need to “leverage better underwriting deals and write policies that are not commercially available or affordable”, while another cited the increase in insurance premiums and “capacity shortage for my industry’s insurance coverage” as key considerations.

What were the top three factors that drove the decision to form a captive? Expected long-term reduction in total cost of risk

78% 74%

High premium rates

58% 49%

12%

Lack of commercial market coverage for specific perils/exposures

44% 51% 39% 31%

Claims control Desire to access reinsurance markets

25% 20%

Access to reinsurance market, for example Pool Re Terrorism

22% 26% Captive owners (current or potential) Captive managers

Gaining control Control of process and claims was scored as important by 30% of each group. More generally, some talked about using a captive to focus senior executive minds more keenly on improving a corporation’s risk profile. The opportunity for a captive to provide new areas of cover to third parties motivated one in four managers but, understandably, few owners. Respondents were also driven by: • • •

optimising/eliminating administration; a hardening insurance market; leveraging better deals when cover was not commercially available; and closer corporate governance.

The more detailed discussions with owners threw light on the wider strategic considerations underpinning the decision to form a captive. One commented: “The process started with a feasibility study, which was fully presented to the top management

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What were the bottom three factors that drove the decision to form a captive? 10%

Other

11% Provision of insurance to third parties such as customers

5% 23%

Desire to outsource risk financing

5% 3% Captive owners (current or potential) Captive managers


CAPTIVES [ Research ]

Is Solvency II causing you to rethink your captive strategy overall or specifically the location of your captive? (European respondents)

No

12%

43% 33% 38%

Yes

Don’t know

58%

5% 9% 19%

Captive owners (current or potential) Captive managers

showing the main advantage of using a captive, in particular term mutuality? in the group between the various areas of risks and exposure of business and geographical areas.” Another said: “In the early days it was the philosophy – and it still is – that they used the captive not as a tax vehicle but as a device to help focus the hearts and minds of the company on improving their risk profile. “It was created… partly as an arbitrage in the working layers of loss but also in terms of premium which would otherwise go to the commercial market. Also, the chief financial officer saw it as a vehicle for focus and a platform for risk improvement.”

Brand awareness A more subtle driver is the wider objective of enhancing corporate or brand reputation, although it was not clear how widely this sentiment was shared. Said one respondent:

“On the one side you have the legal obligation to pay for a claim; on the other side you have the brand issue. You don’t want to bring in an insurance company that does all it can to avoid paying, because your name is involved in it. We would like to keep and maintain the control of it so we can handle the claims in a good way for our customers.” Increased merger and acquisition activity means that senior managers may be progressively more aware of the option of establishing a captive – or a series of them – and the varying advantages they have yielded. Awareness will also be rising about the need for consolidation when companies merge, and the issues and complexities that go along with it. One respondent commented: “The good thing was that [the senior management was] familiar with captives …

It didn’t take a lot of convincing. The story of our new captive was that it wasn’t going to be a vehicle that was taking large chunks of risk or requiring massive capital as we originally started the captive to take property risk.”

Solvency II rethink As mentioned previously, changes in the regulatory environment have an influence on the establishment or location of a captive. In the case of the Solvency II developments in the EU, it appears more than a third of captive owners and managers may rethink their location as a result. One respondent remarked: “One of the drivers to move is if Solvency II was beginning to affect Guernsey in an adverse sense from our point of view, which would make being in Guernsey a difficult place to be, mainly due to cost of regulatory compliance. Then we would consider moving under those circumstances. Currently, it doesn’t look as though that will be the case.” The changes also have an impact on potential owners. One said: “Solvency II is a further barrier to captive start-up”, while another said: “As the capital requirement in Solvency II is higher, the existence of the captive is to be reviewed.” Rather more managers are unsure how they will act, perhaps because the decision lies primarily with the owners, who have wider issues to weigh up. The research revealed that many are not concerned as they feel they will satisfy Solvency II requirements. Some see Solvency II as the trigger for a wider review and a few are waiting to see the detail of new regulations. Meanwhile, some consider they will be unaffected by the change, thanks to the likely local regulatory interpretation. “Our captive is in Guernsey and it looks like the island authorities are not seeking Solvency parity,” said one owner. SR

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CAPTIVES [ Research ]

Fruits of the labour There are plenty of good reasons for establishing a captive – but how many corporates have seen tangible rewards in doing so? MOST CAPTIVES HAVE WORKED well for their holding companies. But their success goes beyond the tax-saving benefits – many point to the impact on corporate strategy across a range of areas. This success is recognised by owners and managers alike, although owners are more inclined to be cautious. One in four felt the benefits have only been partly realised, whereas nine in 10 managers believed the benefits had been completely realised. We asked owners to expand on their rating. The main answer categories were:

Overall, have the benefits of forming a captive been realised?

89%

Yes, in part

11 4 4 3 2

Captive owners cited a number of benefits. “Some of our risks were not insurable in traditional markets; the captive took over the risk,” said one. “It has done what we set out to achieve, and the benefits would have been even greater had the market not been so soft in recent years,” commented another. Captive managers were all the more positive, as expected. Among the remarks were: “Usually the benefits are obvious in both financial terms and scope of cover terms, and in control of cover and claims terms.” Another said: “For most clients the rate of return on capital employed greatly exceeds those rates of return in their mainstream businesses.” The fact that one in four owners feel that benefits have only been partly realised is

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25% 11%

No Delivered to/exceeded expectations Better access to markets Improved risk profile Cost of risk declining Provides a risk management tool

75%

Yes, completely

0% 0% Captive owners (current or potential) Captive managers

perhaps explained by feelings towards the relative financial value of a captive in hard and soft insurance market condition. “[Benefits have] been realised, although there are cases where the vehicle has remained dormant due to changes in senior management who have different risk appetites,” says one manager. Several owners explained that a captive allowed their company to smooth out hard-soft market conditions and to pay more even premiums over time, thus aiding cash-flow and avoiding volatility. “In terms of the insurance market conditions, a captive tends to win more when it’s tighter, when rates are higher and capacity is unavailable,” one owner said. “A captive can become more attractive under

those circumstances. In the current market, where rates are low and capacity is abundant, it is sometimes less obvious.” Another said: “As a device for a hard market it is perfectly acceptable and you follow the philosophies and strategies and hopefully the outcomes you get in terms of an improved risk. In soft markets it doesn’t necessarily apply, but one benefit of having a captive is you can have far greater control of the premium and get far more consistency in year on year premium expenditure… Captives tend to be used as another form of smoothing across the market cycles, but they do have the advantage of helping to focus internally to the operating companies on how to improve their risk.” SR


CAPTIVES [ Research ]

Location, location There are a range of positive and negative factors to be considered when deciding on the location of a captive – or when relocating one THE LOCATION OF A CAPTIVE has proved to be about more than simply the tax position. Three in four owners responding to the research favoured a location with a good regulatory environment, while one in three were motivated by the relative taxation benefits. “People smile when you say [you’re domiciled in] Bermuda but I’m only there for a day and a half. People think there’s some sort of dodgy business going on, a sleight of hand. We don’t use it as a tax-efficient vehicle – we consolidate its accounts into the parent accounts,” one respondent revealed. The tax environment was only chosen as a location factor by a third of owners – as was the overall reputation of a domicile location for doing business. The top three factors influencing the decision on captive domicile, from a list of 18 put forward, are shown on the right. Note that captive managers are far

Location drivers Convenience Service provider expertise in domicile Professionalism of the regulator Market access Operational costs Accessibility for meetings Business infrastructure Flexibility

16 15 13 8 7 5 5 5

What were the top three considerations in selecting a captive domicile? 76%

Regulatory environment

Tax (interaction with home country’s rules)

Reputation of domicile

57% 32% 63% 32% 34% Captive owners (current or potential) Captive managers

more likely than owners to think of the relative taxation position as a key influencer of location. While the regulatory environment remains very important to them, it is not the dominant force implied by owners. Other listed location drivers that gained at least five votes from captive owners were as follows, demonstrating the breadth of considerations that come into play. Owners talked in detail about wider reputation, and often their long-term connections with the domicile. Stability and support from that country (including its regulatory framework) are key factors behind a decision to stay there.

However, it was acknowledged that business needs and regulatory acceptance / environment might change. One respondent pointed to possible reasons to reconsider location. “It may be if we wanted to put risks through the captive which were maybe non-traditional insurance risks, and if the regulator in the domicile where we are didn’t understand those risks and weren’t prepared to be pragmatic or specifically open to our approach.”

Building local relations Owners generally talked highly of their local captive managers and the ongoing relationship established with them. The

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CAPTIVES [ Research ]

Owners generally talked very highly of their local captive managers and the ongoing relationship established with them

Has the business moved (or might it consider moving) its captive domicile? Has moved, past 5 years

12%

May consider, next 5 years May consider, beyond 5 years quality of locally available management personnel in “serious” locations can also be a factor in resisting the move of domicile, “unless really warranted for other reasons”. One owner commented: “The trust that’s built between you is very important. In terms of the main person who is handling your account, if they are a person you trust and who does a good job, that’s more than half the battle. I think one of the problems some of the domiciles may have is attracting and keeping the right people.” The merits of locating in Dublin were also highlighted by one owner. The city was described as a “serious, user-friendly, regulatory regime. In particular it is a serious location that doesn’t smell, isn’t a fiscal paradise or an exotic location for doing business”. The respondent continued: “I think one of the advantages of being in Dublin is there are a lot of consultants specialising in managing captive companies. The service we get is what we expect to receive.”

Guernsey merits One owner explained their reasons for choosing Guernsey as the captive’s location. “Guernsey was familiar to us and we had a

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27% 5% 54%

Not considering

Don’t know

2%

Is Solvency II causing your clients to re-think their captive strategy overall or specifically the location of their captive?

Don’t know

19% No

43% Yes

38%


CAPTIVES [ Research ]

Percentage of captive managers who manage clients who have/are considering moving their captive domicile Yes, moved in the past 5 years

43%

May consider migration in the next 5 years May consider but a er 5 years

54%

26%

Is not considering

history there which made the move to establish a new captive quicker, easier and relatively inexpensive, which is why we chose that domain.” This was echoed by another respondent, who remarked: “[We are] currently in Guernsey due to start-up cost and speed. Speed was the main thing. We like Guernsey because of their pragmatic approach and they are commercial, they do listen and they try to understand on a business by business sense – they don’t just take a holistic approach.” The desire to locate captives close to the organisation’s main and growing markets, or to be near to the mother company were it to move headquarters, also emerged as a possible driver of location or relocation. One respondent said: “One of the great advantages that we have in having a captive

The desire to locate captives close to the organisation’s main and growing markets, or to be near to the mother company were it to move headquarters, was a possible driver of location or relocation

54%

in Bermuda is that Bermuda is where we engage a lot of our excess liability coverage. So it is close to the market that provides us with significant capacity.” However, this respondent also pointed to the attractions of emerging markets in Asia that are starting to have an appetite. “I look at where the business is going, where the future of the company is. There is more of a focus on emerging markets, and the Far East is one of those, so naturally you’d start to have thoughts about whether there is an opportunity to have a captive that was closer to the region.”

Relocation plans Of the sample of current captive owners, about one in four have indicated that they may consider a relocation over the next five years, and that a wide range of reasons may drive this.

Managers also talked about a combination of regulatory and tax drivers that could have an impact on relocation. In particular, they mentioned Solvency II within the EU and the position of Guernsey, as the following selection of manager comments illustrates. “Guernsey deciding not to follow Solvency II has both potential advantageous and disadvantageous impacts and different companies will view it in different ways. Companies are also discussing Solvency II with various regulators to determine if their treatments will differ,” said one manager. Another said: “[The] strategy to form a captive as such is not influenced by Solvency II but adaptation of current business may be necessary – for example, to include new lines of business to better spread risk exposure. Since all current locations are within the EU, [there is] no consideration to move out.” One manager with clients in Guernsey said: “They would certainly rethink their position were Guernsey to adopt Solvency II standards and regulatory requirements.” This was reflected in another respondent’s comment: “The majority of our Guernsey-based captives are very happy Guernsey has decided not to seek equivalence at this time.” SR

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CAPTIVES [ Research ]

Quality standards Managers and owners reveal how they monitor the performance of their captive operation – including the key role of managers in that process SO HOW CAN A CAPTIVE’S performance be tested? By using open text questions and through the research’s wider discussions, it became clear that big corporates discuss and review captive performance on a regular basis – typically quarterly or six-monthly. As one respondent said: “We tend to do a bi-annual captive review – what is the captive doing? What risks is it taking? Are there other risks it could take? Is this the best approach?” Among the sample of 59 owners asked how they assessed the value of a captive, the main answers were grouped as follows:

Compare against market prices for risk Look at total cost of risk Availability Profit or loss figures Other measures used

10 8 5 3 14

The views of captive owners on these themes were reflected in a range of comments. One said: “[We look at] the cost of risk per $100 of sales. We also look at what we might be able to obtain in the standard marketplace every couple of years.” One owner claimed to be “regularly comparing the cost of captive capital with insurance premium savings long term”, while another said their organisation measured “return on investment, reduction in premium costs, availability of insurance”. A respondent remarked that they had “commissioned an independent risk

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financing review that completed in 2009”, but added: “We do not utilise a formal metrics-based assessment process.” While such comments underline the breadth of assessment methods, there does not seem to be a standard set of metrics used to assess performance. Rather there is a mix of wider strategic questioning of strategy, alongside an examination of financial and loss data, and reports from independent actuaries.

Varied approach Detailed discussions on this subject revealed a range of views. “We test the reasons why we have the captive,” said one respondent. “Sometimes we look at the negatives – what we don’t want our captive to do. Our captive is not there to make money (and it’s stated in our paperwork when we do our reviews); it’s not there to avoid or gain any particular tax benefits. We restate and test those and some of the dynamics may change from time to time.” One approach was to appoint a board of directors and hold regular board meetings. “In those meetings we review the strategy and how it aligns to the wishes and desires of the parent. We do challenge whether or not we’re doing the right thing. “We don’t have a particular set of metrics. We look at whether or not the position of the captive in our programmes encourages the right behaviours and we clearly look at the loss experience and the trends we have within the programmes it runs. That’s what guides us in terms of ‘Are we doing the right thing? Should we be doing something different? Are we as efficient as we can be?’.’’ Another respondent admitted to sticking to traditional methods. “We don’t have sophisticated metrics or models. We’re hands-on; we want to know what’s

happening with the claims. We get feedback from our strategic brokers in the marketplace as to pricing and other things.” Owners’ assessment of the captive management team emerged as an integral part of the process. Managers were seen as a prime component of the captive’s success. “We look at captive management and their performance,” said one owner. “We use fairly stringent service level agreements with KPIs with our captive managers. Part of that is looking at the captive performance and the manager’s performance within that.” Another pointed to “the intuitive side” to this issue. “You have this feeling that they are delivering or they are not delivering. The thing that is not intuitive is the pure numbers. If they don’t deliver on time they are not delivering. If they are delivering on time, then you have the quality side which is more subtle. It’s more your stomach feeling than how good they are.”

Management approach Managers also gave detailed feedback on the evaluation methods they are invariably involved in. As indicated above, a wide range of metrics, combined with softer or subjective input, can be used in evaluations. One pointed to assessing the “reliability and efficiency of operations, the extent to which the captive truly operates as a risk financing mechanism whilst improving availability and breadth of cover”. Another looked at “return on equity as well as soft values such as hands-on risk management”. “A strategic review is done every year in connection with the annual report,” said one manager, while another cited “capital-based risk modelling, other financial modelling, and the implication of soft issues such as corporate governance and control”. SR


CAPTIVES [ Sponsored feature ]

Building for the future Qatar aims to build on its soaring GDP with new rules for captives and insurance intermediaries that will give it a firm foothold on the global financial ladder THE RISK LANDSCAPE OF the six Gulf Cooperation Council (GCC) countries – Bahrain, Kuwait, Oman, Qatar, Saudi Arabia and United Arab Emirates – is evolving rapidly. And that means enterprise risk management has risen up the strategic agenda of companies operating in the region. More and more companies are grappling with the challenges of identifying, prioritising and mitigating risk. This has led them to examine the need to manage compliance, financial, operational, as well as strategic risks in a comprehensive and holistic way. A number of factors are driving these trends: •

The transfer of assets and management of projects from government to corporate institutions, resulting in more stringent reporting and control requirements. The listing of corporations on regional securities markets, leading to increasing stakeholder scrutiny. The adoption within the GCC region of international agreements – relating to issues such as anti-money laundering and counter-terrorist financing – and economic sanctions, as is the case with Iran. Legislative developments affecting ERM and governance, risk and compliance, including the Qatar Financial Center Regulatory Authority (QFCRA)’s new framework for captive insurers and captive managers.

The increasing number of insurance companies operating in the GCC, in conjunction with the expanding presence of international reinsurers within the region, providing potential captives with greater access to well-rated international reinsurance capacity and expertise.

Economic driver In 2010, the six GCC countries generated a combined estimated gross domestic product of $1.05 trillion (€740bn). This level of output ranks the GCC among the 20 largest economies in the world. Commanding a 13.1% real annual rate of GDP growth, Qatar stands out, primarily driven by its significant expansion of liquefied natural gas production. Qatar is expected to remain the region’s most vibrant economy, as well as one of the world’s most rapidly growing. Growth will continue to be underpinned by huge hydrocarbon reserves, estimated to be worth between $40 trillion (based on a $55 barrel of oil equivalent) and $70 trillion (at a $95 barrel of oil equivalent), according to analysis from BP and the Qatar Financial Centre (QFC) Authority. The robust economic growth is creating widespread opportunities for the financial sector. Not only will existing companies grow rapidly to support Qatar’s and the GCC region’s growth, but new companies offering innovative solutions are likely to emerge to support this growth. These in turn will develop into regional or multinational corporations offering their services across the globe. Insurance markets in the GCC mirror the macro-economic growth dynamics of the region. Total non-life and

life premium volume in the GCC was estimated to be more than $14.3bn in 2010 and the market is projected to grow to more than $17bn by 2012. And while the life insurance market business grew at an even more rapid rate, it remains a relatively small sector. Overall between 2005 and 2009, GCC insurance premiums expanded almost five times as fast as the global average, with Qatar registering a 25% nominal growth rate per year. The single biggest factor driving insurance demand remains the massive scale of infrastructure and construction spending across the region. In Qatar alone, contracts worth more than $75bn were awarded to infrastructure projects between 2004 and 2010. At the start of 2011, $88bn worth of projects were under way in the country and a further $130bn are in the pipeline for the next three years.

Aspiring regional hub Qatar is determined to capture the momentum created by the region’s economic dynamics, the rapid growth in insurable corporate assets and the increasing awareness of the benefits arising from a holistic approach to corporate risk management. The QFC Authority’s strategy to focus on captive insurance, alongside reinsurance and asset management, is part of a wider aim to diversify the national economy away from hydrocarbon revenues. Captives are beginning to be considered by GCC-based corporations as viable solutions for their insurance requirements and an integral part of their overall risk strategy. An important step of Qatar’s captive hub strategy is to ensure a reliable and

www.strategic-risk.eu [ 2011 ] StrategicRISK Report

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CAPTIVES [ Sponsored feature ]

effective regulatory and supervisory environment.

GCC insurance premiums by type

Regulatory changes The QFCRA has introduced a dedicated rulebook for captive insurance – the Captive Insurance Business Rules (CAPI) – and a rulebook for insurance intermediaries – the Insurance Mediation Business Rules (IMEB). These insurance regulatory frameworks, which apply to captive insurers, captive managers and insurance intermediaries, commenced in July. They have established a new class of insurance captive – class 4 – which covers any other captive insurer as determined by the QFCRA on a case-by-case basis. This class of captive is designed to allow innovative or unique structures to be developed that don’t meet the strict definitions of captive classes 1 to 3. The rules have also brought about a big change in how the minimum capital requirement is calculated. This now focuses on a risk-based model, reflecting the generally lower risk profile of captive insurers, the expansion of the definition of ‘eligible capital’ to include alternate instruments such as letters of credit (provided certain conditions are met) and to allow broader categories of captive insurers to establish protected cell companies. There have also been changes aimed at customising the approved individual process, reducing application and annual fees to ensure that they support the captive hub strategy. The changes allow foreign captive insurers to re-domicile to the QFC environment if appropriate standards and requirements are met. The CAPI and IMEB rules also aim to reclassify the activities conducted by insurance intermediaries and captives along lines that more clearly differentiate these activities in terms of their risk profile.

Platform for growth These changes will provide a platform for growth for captives within Qatar. One of the

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StrategicRISK Report [ 2011 ] www.strategic-risk.eu

2012f

$2.2bn

2011f

$2bn

2010e

$1.8bn

2009

$1.6bn

2008

$1.3bn

2007

$1.1bn

2006

$80m

2005

$60m

$15bn $13.7bn $12.5bn $10.4bn $8.7bn $6.9bn $5.5bn $4.4bn

Life Non-life

greatest benefits of establishing or redomiciling a captive in Qatar is location. Given the proximity of Qatar to Europe, Asia and Africa, it is an ideal location from which to conduct insurance activities that require global co-ordination. In addition, more and more companies in the GCC and Middle East and Northern Africa (MENA) region are looking at using the robust QFC framework to set up captive insurers. Large corporations are expected to further develop their understanding of captives, establishing captives and encouraging the development of expertise for both captive managers and ancillary service providers. The QFC has introduced a competitive tax regime, including a flat rate 10% corporation tax on business profits and specific tax incentives for captive insurance. Additionally, QFC-registered firms benefit from Qatar’s growing network of double taxation agreements with more than 37 countries, while unilateral tax relief applies to

several countries including the USA and Japan. Many of these benefits were recognised by the OECD’s 2010 Global Forum on Transparency and Exchange of Information for Tax Purposes, a multilateral framework in the area of tax transparency and exchange of information, which Qatar joined in 2009. And to add to its global credentials, the QFC legal framework is based on English common law, which allows for civil and commercial disputes to be brought before the QFC Civil and Commercial Court (in English). Its laws are independent from the state and adapted from major financial jurisdictions across the world. Overall Qatar is regarded as a highly competitive place to do business, ranking it in 17th place in the 2010/11 Global Competitiveness Report, and number one in the Middle East. SR Akshay Randeva is the director of strategic development, QFC Authority




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