Principles for Doing Business at Lloyd's
Principle 8: Investments – Principles for Doing Business at Lloyd's

Principles for Doing Business at Lloyd's P8.2: 8.2 Clear investment parameters and guidelines with limit monitoring

Investment parameters and guidelines are clear and positioning is monitored against limits. Baseline: concentration and allocation limits by asset category and key risk factors (rating, issuer, sector); a process to identify, correct and escalate limit breaches; fully documented outsourced arrangements; periodic review. Higher levels add limits linked to underwriting exposures, strategic and tactical allocation ranges, duration and currency matching limits and second line challenge of limits.

Maintained by Gerard Blokdyk

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