'A federated model can unlock the London market's exposure data'

Adrian Rands, QuanTemplate

Coverholders have long been a critical component of the London market’s business strategy, but underwriting through delegated authority is not without challenges. Perhaps the greatest is the acquisition of data. Under the Solvency II regime, detailed exposure calculations are essential, but the longstanding bordereaux system is struggling to provide sufficient granularity in a consumable format.